Merge pull request #5805 from freqtrade/new_release

New release 2021.10

.devcontainer/Dockerfile

@@ -1,18 +1,21 @@
 FROM freqtradeorg/freqtrade:develop
 
+USER root
 # Install dependencies
 COPY requirements-dev.txt /freqtrade/
+
 RUN apt-get update \
-    && apt-get -y install git sudo vim \
+    && apt-get -y install git mercurial sudo vim build-essential \
     && apt-get clean \
-    && pip install autopep8 -r docs/requirements-docs.txt -r requirements-dev.txt --no-cache-dir \
-    && useradd -u 1000 -U -m ftuser \
     && mkdir -p /home/ftuser/.vscode-server /home/ftuser/.vscode-server-insiders /home/ftuser/commandhistory \
     && echo "export PROMPT_COMMAND='history -a'" >> /home/ftuser/.bashrc \
     && echo "export HISTFILE=~/commandhistory/.bash_history" >> /home/ftuser/.bashrc \
+    && chown ftuser:ftuser -R /home/ftuser/.local/ \
     && chown ftuser: -R /home/ftuser/
 
 USER ftuser
 
+RUN pip install --user autopep8 -r docs/requirements-docs.txt -r requirements-dev.txt --no-cache-dir
+
 # Empty the ENTRYPOINT to allow all commands
 ENTRYPOINT []

.devcontainer/devcontainer.json

@@ -1,11 +1,20 @@
 {
     "name": "freqtrade Develop",
-
-    "dockerComposeFile": [
-        "docker-compose.yml"
+    "build": {
+        "dockerfile": "Dockerfile",
+        "context": ".."
+    },
+    // Use 'forwardPorts' to make a list of ports inside the container available locally.
+    "forwardPorts": [
+        8080
     ],
+    "mounts": [
+        "source=freqtrade-bashhistory,target=/home/ftuser/commandhistory,type=volume"
+    ],
+    // Uncomment to connect as a non-root user if you've added one. See https://aka.ms/vscode-remote/containers/non-root.
+    "remoteUser": "ftuser",
 
-    "service": "ft_vscode",
+    "postCreateCommand": "freqtrade create-userdir --userdir user_data/",
 
     "workspaceFolder": "/freqtrade/",
 
@@ -25,20 +34,6 @@
         "ms-python.vscode-pylance",
         "davidanson.vscode-markdownlint",
         "ms-azuretools.vscode-docker",
+        "vscode-icons-team.vscode-icons",
     ],
-
-    // Use 'forwardPorts' to make a list of ports inside the container available locally.
-    // "forwardPorts": [],
-
-    // Uncomment the next line if you want start specific services in your Docker Compose config.
-    // "runServices": [],
-
-    // Uncomment the next line if you want to keep your containers running after VS Code shuts down.
-    // "shutdownAction": "none",
-
-    // Uncomment the next line to run commands after the container is created - for example installing curl.
-    // "postCreateCommand": "sudo apt-get update && apt-get install -y git",
-
-    // Uncomment to connect as a non-root user if you've added one. See https://aka.ms/vscode-remote/containers/non-root.
-    "remoteUser": "ftuser"
 }

.devcontainer/docker-compose.yml

@@ -1,24 +0,0 @@
----
-version: '3'
-services:
-  ft_vscode:
-    build:
-      context: ..
-      dockerfile: ".devcontainer/Dockerfile"
-    volumes:
-      # Allow git usage within container
-      - "/home/${USER}/.ssh:/home/ftuser/.ssh:ro"
-      - "/home/${USER}/.gitconfig:/home/ftuser/.gitconfig:ro"
-      - ..:/freqtrade:cached
-      # Persist bash-history
-      - freqtrade-vscode-server:/home/ftuser/.vscode-server
-      - freqtrade-bashhistory:/home/ftuser/commandhistory
-    # Expose API port
-    ports:
-      - "127.0.0.1:8080:8080"
-    command: /bin/sh -c "while sleep 1000; do :; done"
-
-
-volumes:
-  freqtrade-vscode-server:
-  freqtrade-bashhistory:

.dockerignore

@@ -1,9 +1,9 @@
 .git
 .gitignore
 Dockerfile
+Dockerfile.armhf
 .dockerignore
-config.json*
-*.sqlite
+docker/
 .coveragerc
 .eggs
 .github
@@ -13,4 +13,13 @@ CONTRIBUTING.md
 MANIFEST.in
 README.md
 freqtrade.service
+freqtrade.egg-info
+
+config.json*
+*.sqlite
 user_data
+*.log
+
+.vscode
+.mypy_cache
+.ipynb_checkpoints

.gitattributes

@@ -0,0 +1,3 @@
+*.py    eol=lf
+*.sh    eol=lf
+*.ps1   eol=crlf

.github/ISSUE_TEMPLATE/config.yml

@@ -0,0 +1,6 @@
+---
+blank_issues_enabled: false
+contact_links:
+  - name: Discord Server
+    url: https://discord.gg/p7nuUNVfP7
+    about: Ask a question or get community support from our Discord server

.github/ISSUE_TEMPLATE/question.md

@@ -1,5 +1,5 @@
 ---
-name: BQuestion
+name: Question
 about: Ask a question you could not find an answer in the docs
 title: ''
 labels: "Question"

.github/PULL_REQUEST_TEMPLATE.md

@@ -2,14 +2,16 @@ Thank you for sending your pull request. But first, have you included
 unit tests, and is your code PEP8 conformant? [More details](https://github.com/freqtrade/freqtrade/blob/develop/CONTRIBUTING.md)
 
 ## Summary
+
 Explain in one sentence the goal of this PR
 
 Solve the issue: #___
 
 ## Quick changelog
 
-- <change log #1>
-- <change log #2>
+- <change log 1>
+- <change log 1>
 
 ## What's new?
+
 *Explain in details what this PR solve or improve. You can include visuals.* 

.github/workflows/ci.yml

@@ -14,13 +14,13 @@ on:
     - cron:  '0 5 * * 4'
 
 jobs:
-  build:
+  build_linux:
 
     runs-on: ${{ matrix.os }}
     strategy:
       matrix:
-        os: [ ubuntu-18.04, ubuntu-20.04, macos-latest ]
-        python-version: [3.7, 3.8]
+        os: [ ubuntu-18.04, ubuntu-20.04 ]
+        python-version: [3.7, 3.8, 3.9]
 
     steps:
     - uses: actions/checkout@v2
@@ -31,21 +31,111 @@ jobs:
         python-version: ${{ matrix.python-version }}
 
     - name: Cache_dependencies
-      uses: actions/cache@v1
+      uses: actions/cache@v2
       id: cache
       with:
         path: ~/dependencies/
         key: ${{ runner.os }}-dependencies
 
     - name: pip cache (linux)
-      uses: actions/cache@preview
+      uses: actions/cache@v2
       if: startsWith(matrix.os, 'ubuntu')
       with:
         path: ~/.cache/pip
         key: test-${{ matrix.os }}-${{ matrix.python-version }}-pip
 
+    - name: TA binary *nix
+      if: steps.cache.outputs.cache-hit != 'true'
+      run: |
+        cd build_helpers && ./install_ta-lib.sh ${HOME}/dependencies/; cd ..
+
+    - name: Installation - *nix
+      run: |
+        python -m pip install --upgrade pip
+        export LD_LIBRARY_PATH=${HOME}/dependencies/lib:$LD_LIBRARY_PATH
+        export TA_LIBRARY_PATH=${HOME}/dependencies/lib
+        export TA_INCLUDE_PATH=${HOME}/dependencies/include
+        pip install -r requirements-dev.txt
+        pip install -e .
+
+    - name: Tests
+      run: |
+        pytest --random-order --cov=freqtrade --cov-config=.coveragerc
+      if: matrix.python-version != '3.9'
+
+    - name: Tests incl. ccxt compatibility tests
+      run: |
+        pytest --random-order --cov=freqtrade --cov-config=.coveragerc --longrun
+      if: matrix.python-version == '3.9'
+
+    - name: Coveralls
+      if: (startsWith(matrix.os, 'ubuntu-20') && matrix.python-version == '3.8')
+      env:
+        # Coveralls token. Not used as secret due to github not providing secrets to forked repositories
+        COVERALLS_REPO_TOKEN: 6D1m0xupS3FgutfuGao8keFf9Hc0FpIXu
+      run: |
+        # Allow failure for coveralls
+        coveralls || true
+
+    - name: Backtesting
+      run: |
+        cp config_examples/config_bittrex.example.json config.json
+        freqtrade create-userdir --userdir user_data
+        freqtrade backtesting --datadir tests/testdata --strategy SampleStrategy
+
+    - name: Hyperopt
+      run: |
+        cp config_examples/config_bittrex.example.json config.json
+        freqtrade create-userdir --userdir user_data
+        freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --hyperopt-loss SharpeHyperOptLossDaily --print-all
+
+    - name: Flake8
+      run: |
+        flake8
+
+    - name: Sort imports (isort)
+      run: |
+        isort --check .
+
+    - name: Mypy
+      run: |
+        mypy freqtrade scripts
+
+    - name: Slack Notification
+      uses: lazy-actions/slatify@v3.0.0
+      if: failure() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false)
+      with:
+        type: ${{ job.status }}
+        job_name: '*Freqtrade CI ${{ matrix.os }}*'
+        mention: 'here'
+        mention_if: 'failure'
+        channel: '#notifications'
+        url: ${{ secrets.SLACK_WEBHOOK }}
+
+  build_macos:
+    runs-on: ${{ matrix.os }}
+    strategy:
+      matrix:
+        os: [ macos-latest ]
+        python-version: [3.7, 3.8, 3.9]
+
+    steps:
+    - uses: actions/checkout@v2
+
+    - name: Set up Python
+      uses: actions/setup-python@v2
+      with:
+        python-version: ${{ matrix.python-version }}
+
+    - name: Cache_dependencies
+      uses: actions/cache@v2
+      id: cache
+      with:
+        path: ~/dependencies/
+        key: ${{ runner.os }}-dependencies
+
     - name: pip cache (macOS)
-      uses: actions/cache@preview
+      uses: actions/cache@v2
       if: startsWith(matrix.os, 'macOS')
       with:
         path: ~/Library/Caches/pip
@@ -56,8 +146,10 @@ jobs:
       run: |
         cd build_helpers && ./install_ta-lib.sh ${HOME}/dependencies/; cd ..
 
-    - name: Installation - *nix
+    - name: Installation - macOS
       run: |
+        brew update
+        brew install hdf5 c-blosc
         python -m pip install --upgrade pip
         export LD_LIBRARY_PATH=${HOME}/dependencies/lib:$LD_LIBRARY_PATH
         export TA_LIBRARY_PATH=${HOME}/dependencies/lib
@@ -80,15 +172,15 @@ jobs:
 
     - name: Backtesting
       run: |
-        cp config.json.example config.json
+        cp config_examples/config_bittrex.example.json config.json
         freqtrade create-userdir --userdir user_data
         freqtrade backtesting --datadir tests/testdata --strategy SampleStrategy
 
     - name: Hyperopt
       run: |
-        cp config.json.example config.json
+        cp config_examples/config_bittrex.example.json config.json
         freqtrade create-userdir --userdir user_data
-        freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --hyperopt SampleHyperOpt --hyperopt-loss SharpeHyperOptLossDaily --print-all
+        freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --hyperopt-loss SharpeHyperOptLossDaily --print-all
 
     - name: Flake8
       run: |
@@ -103,7 +195,7 @@ jobs:
         mypy freqtrade scripts
 
     - name: Slack Notification
-      uses: homoluctus/slatify@v1.8.0
+      uses: lazy-actions/slatify@v3.0.0
       if: failure() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false)
       with:
         type: ${{ job.status }}
@@ -113,6 +205,7 @@ jobs:
         channel: '#notifications'
         url: ${{ secrets.SLACK_WEBHOOK }}
 
+
   build_windows:
 
     runs-on: ${{ matrix.os }}
@@ -146,15 +239,15 @@ jobs:
 
     - name: Backtesting
       run: |
-        cp config.json.example config.json
+        cp config_examples/config_bittrex.example.json config.json
         freqtrade create-userdir --userdir user_data
         freqtrade backtesting --datadir tests/testdata --strategy SampleStrategy
 
     - name: Hyperopt
       run: |
-        cp config.json.example config.json
+        cp config_examples/config_bittrex.example.json config.json
         freqtrade create-userdir --userdir user_data
-        freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --hyperopt SampleHyperOpt --hyperopt-loss SharpeHyperOptLossDaily --print-all
+        freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --hyperopt-loss SharpeHyperOptLossDaily --print-all
 
     - name: Flake8
       run: |
@@ -165,7 +258,7 @@ jobs:
         mypy freqtrade scripts
 
     - name: Slack Notification
-      uses: homoluctus/slatify@v1.8.0
+      uses: lazy-actions/slatify@v3.0.0
       if: failure() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false)
       with:
         type: ${{ job.status }}
@@ -196,7 +289,7 @@ jobs:
         mkdocs build
 
     - name: Slack Notification
-      uses: homoluctus/slatify@v1.8.0
+      uses: lazy-actions/slatify@v3.0.0
       if: failure() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false)
       with:
         type: ${{ job.status }}
@@ -208,19 +301,28 @@ jobs:
     runs-on: ubuntu-20.04
     steps:
     - name: Cleanup previous runs on this branch
-      uses: rokroskar/workflow-run-cleanup-action@v0.2.2
+      uses: rokroskar/workflow-run-cleanup-action@v0.3.3
       if: "!startsWith(github.ref, 'refs/tags/') && github.ref != 'refs/heads/stable' && github.repository == 'freqtrade/freqtrade'"
       env:
         GITHUB_TOKEN: "${{ secrets.GITHUB_TOKEN }}"
 
   # Notify on slack only once - when CI completes (and after deploy) in case it's successfull
   notify-complete:
-    needs: [ build, build_windows, docs_check ]
+    needs: [ build_linux, build_macos, build_windows, docs_check ]
     runs-on: ubuntu-20.04
     steps:
+
+    - name: Check user permission
+      id: check
+      uses: scherermichael-oss/action-has-permission@1.0.6
+      with:
+        required-permission: write
+      env:
+        GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}
+
     - name: Slack Notification
-      uses: homoluctus/slatify@v1.8.0
-      if: always() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false)
+      uses: lazy-actions/slatify@v3.0.0
+      if: always() && steps.check.outputs.has-permission && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false)
       with:
         type: ${{ job.status }}
         job_name: '*Freqtrade CI*'
@@ -228,9 +330,11 @@ jobs:
         url: ${{ secrets.SLACK_WEBHOOK }}
 
   deploy:
-    needs: [ build, build_windows, docs_check ]
+    needs: [ build_linux, build_macos, build_windows, docs_check ]
     runs-on: ubuntu-20.04
+
     if: (github.event_name == 'push' || github.event_name == 'schedule' || github.event_name == 'release') && github.repository == 'freqtrade/freqtrade'
+
     steps:
     - uses: actions/checkout@v2
 
@@ -271,13 +375,6 @@ jobs:
       run: |
         echo "${DOCKER_PASSWORD}" | docker login --username ${DOCKER_USERNAME} --password-stdin
 
-    - name: Build and test and push docker image
-      env:
-        IMAGE_NAME: freqtradeorg/freqtrade
-        BRANCH_NAME: ${{ steps.extract_branch.outputs.branch }}
-      run: |
-        build_helpers/publish_docker.sh
-
     # We need docker experimental to pull the ARM image.
     - name: Switch docker to experimental
       run: |
@@ -296,16 +393,16 @@ jobs:
     - name: Available platforms
       run: echo ${{ steps.buildx.outputs.platforms }}
 
-    - name: Build Raspberry docker image
+    - name: Build and test and push docker images
       env:
         IMAGE_NAME: freqtradeorg/freqtrade
-        BRANCH_NAME: ${{ steps.extract_branch.outputs.branch }}_pi
+        BRANCH_NAME: ${{ steps.extract_branch.outputs.branch }}
       run: |
-        build_helpers/publish_docker_pi.sh
+        build_helpers/publish_docker_multi.sh
 
 
     - name: Slack Notification
-      uses: homoluctus/slatify@v1.8.0
+      uses: lazy-actions/slatify@v3.0.0
       if: always() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false)
       with:
         type: ${{ job.status }}
@@ -315,3 +412,31 @@ jobs:
         channel: '#notifications'
         url: ${{ secrets.SLACK_WEBHOOK }}
 
+
+  deploy_arm:
+    needs: [ deploy ]
+    # Only run on 64bit machines
+    runs-on: [self-hosted, linux, ARM64]
+    if: (github.event_name == 'push' || github.event_name == 'schedule' || github.event_name == 'release') && github.repository == 'freqtrade/freqtrade'
+
+    steps:
+    - uses: actions/checkout@v2
+
+    - name: Extract branch name
+      shell: bash
+      run: echo "##[set-output name=branch;]$(echo ${GITHUB_REF##*/})"
+      id: extract_branch
+
+    - name: Dockerhub login
+      env:
+        DOCKER_PASSWORD: ${{ secrets.DOCKER_PASSWORD }}
+        DOCKER_USERNAME: ${{ secrets.DOCKER_USERNAME }}
+      run: |
+        echo "${DOCKER_PASSWORD}" | docker login --username ${DOCKER_USERNAME} --password-stdin
+
+    - name: Build and test and push docker images
+      env:
+        IMAGE_NAME: freqtradeorg/freqtrade
+        BRANCH_NAME: ${{ steps.extract_branch.outputs.branch }}
+      run: |
+        build_helpers/publish_docker_arm64.sh

.gitignore

@@ -8,6 +8,7 @@ user_data/*
 user_data/notebooks/*
 freqtrade-plot.html
 freqtrade-profit-plot.html
+freqtrade/rpc/api_server/ui/*
 
 # Byte-compiled / optimized / DLL files
 __pycache__/
@@ -94,3 +95,8 @@ target/
 
 #exceptions
 !*.gitkeep
+!config_examples/config_binance.example.json
+!config_examples/config_bittrex.example.json
+!config_examples/config_ftx.example.json
+!config_examples/config_full.example.json
+!config_examples/config_kraken.example.json

.readthedocs.yml

@@ -4,5 +4,5 @@ build:
   image: latest
 
 python:
-  version: 3.6
-  setup_py_install: false
+  version: 3.8
+  setup_py_install: false

.travis.yml

@@ -1,9 +1,9 @@
 os:
 - linux
-dist: xenial
+dist: bionic
 language: python
 python:
-- 3.6
+- 3.8
 services:
   - docker
 env:
@@ -26,14 +26,14 @@ jobs:
       # - coveralls || true
       name: pytest
     - script:
-      - cp config.json.example config.json
+      - cp config_examples/config_bittrex.example.json config.json
       - freqtrade create-userdir --userdir user_data
       - freqtrade backtesting --datadir tests/testdata --strategy SampleStrategy
       name: backtest
     - script:
-      - cp config.json.example config.json
+      - cp config_examples/config_bittrex.example.json config.json
       - freqtrade create-userdir --userdir user_data
-      - freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --hyperopt SampleHyperOpt --hyperopt-loss SharpeHyperOptLossDaily
+      - freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --hyperopt-loss SharpeHyperOptLossDaily
       name: hyperopt
     - script: flake8
       name: flake8
@@ -46,12 +46,6 @@ jobs:
     - script: mypy freqtrade scripts
       name: mypy
 
-    # - stage: docker
-    #   if: branch in (master, develop, feat/improve_travis) AND (type in (push, cron))
-    #   script:
-    #     - build_helpers/publish_docker.sh
-    #   name: "Build and test and push docker image"
-
 notifications:
   slack:
     secure: 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

CONTRIBUTING.md

@@ -12,8 +12,7 @@ Few pointers for contributions:
 - New features need to contain unit tests, must conform to PEP8 (max-line-length = 100) and should be documented with the introduction PR.
 - PR's can be declared as `[WIP]` - which signify Work in Progress Pull Requests (which are not finished).
 
-If you are unsure, discuss the feature on our [Slack](https://join.slack.com/t/highfrequencybot/shared_invite/enQtNjU5ODcwNjI1MDU3LTU1MTgxMjkzNmYxNWE1MDEzYzQ3YmU4N2MwZjUyNjJjODRkMDVkNjg4YTAyZGYzYzlhOTZiMTE4ZjQ4YzM0OGE)
-or in a [issue](https://github.com/freqtrade/freqtrade/issues) before a PR.
+If you are unsure, discuss the feature on our [discord server](https://discord.gg/p7nuUNVfP7) or in a [issue](https://github.com/freqtrade/freqtrade/issues) before a Pull Request.
 
 ## Getting started
 

Dockerfile

@@ -1,29 +1,58 @@
-FROM python:3.8.6-slim-buster
+FROM python:3.9.7-slim-buster as base
 
-RUN apt-get update \
-    && apt-get -y install curl build-essential libssl-dev sqlite3 \
-    && apt-get clean \
-    && pip install --upgrade pip
+# Setup env
+ENV LANG C.UTF-8
+ENV LC_ALL C.UTF-8
+ENV PYTHONDONTWRITEBYTECODE 1
+ENV PYTHONFAULTHANDLER 1
+ENV PATH=/home/ftuser/.local/bin:$PATH
+ENV FT_APP_ENV="docker"
 
 # Prepare environment
-RUN mkdir /freqtrade
+RUN mkdir /freqtrade \
+  && apt-get update \
+  && apt-get -y install sudo libatlas3-base curl sqlite3 libhdf5-serial-dev  \
+  && apt-get clean \
+  && useradd -u 1000 -G sudo -U -m -s /bin/bash ftuser \
+  && chown ftuser:ftuser /freqtrade \
+  # Allow sudoers
+  && echo "ftuser ALL=(ALL) NOPASSWD: /bin/chown" >> /etc/sudoers
+
 WORKDIR /freqtrade
 
+# Install dependencies
+FROM base as python-deps
+RUN  apt-get update \
+  && apt-get -y install build-essential libssl-dev git libffi-dev libgfortran5 pkg-config cmake gcc \
+  && apt-get clean \
+  && pip install --upgrade pip
+
 # Install TA-lib
 COPY build_helpers/* /tmp/
 RUN cd /tmp && /tmp/install_ta-lib.sh && rm -r /tmp/*ta-lib*
-
 ENV LD_LIBRARY_PATH /usr/local/lib
 
 # Install dependencies
-COPY requirements.txt requirements-hyperopt.txt /freqtrade/
-RUN pip install numpy --no-cache-dir \
-  && pip install -r requirements-hyperopt.txt --no-cache-dir
+COPY --chown=ftuser:ftuser requirements.txt requirements-hyperopt.txt /freqtrade/
+USER ftuser
+RUN  pip install --user --no-cache-dir numpy \
+  && pip install --user --no-cache-dir -r requirements-hyperopt.txt
 
+# Copy dependencies to runtime-image
+FROM base as runtime-image
+COPY --from=python-deps /usr/local/lib /usr/local/lib
+ENV LD_LIBRARY_PATH /usr/local/lib
+
+COPY --from=python-deps --chown=ftuser:ftuser /home/ftuser/.local /home/ftuser/.local
+
+USER ftuser
 # Install and execute
-COPY . /freqtrade/
-RUN pip install -e . --no-cache-dir \
-  && mkdir /freqtrade/user_data/
+COPY --chown=ftuser:ftuser . /freqtrade/
+
+RUN pip install -e . --user --no-cache-dir --no-build-isolation \
+  && mkdir /freqtrade/user_data/ \
+  && freqtrade install-ui
+
 ENTRYPOINT ["freqtrade"]
 # Default to trade mode
 CMD [ "trade" ]

Dockerfile.armhf

@@ -1,29 +0,0 @@
-FROM --platform=linux/arm/v7 python:3.7.7-slim-buster
-
-RUN apt-get update \
-  && apt-get -y install curl build-essential libssl-dev libffi-dev libatlas3-base libgfortran5 sqlite3 \
-  && apt-get clean \
-  && pip install --upgrade pip \
-  && echo "[global]\nextra-index-url=https://www.piwheels.org/simple" > /etc/pip.conf
-
-# Prepare environment
-RUN mkdir /freqtrade
-WORKDIR /freqtrade
-
-# Install TA-lib
-COPY build_helpers/* /tmp/
-RUN cd /tmp && /tmp/install_ta-lib.sh && rm -r /tmp/*ta-lib*
-
-ENV LD_LIBRARY_PATH /usr/local/lib
-
-# Install dependencies
-COPY requirements.txt /freqtrade/
-RUN pip install numpy --no-cache-dir \
-  && pip install -r requirements.txt --no-cache-dir
-
-# Install and execute
-COPY . /freqtrade/
-RUN pip install -e . --no-cache-dir
-ENTRYPOINT ["freqtrade"]
-# Default to trade mode
-CMD [ "trade" ]

MANIFEST.in

@@ -1,5 +1,6 @@
 include LICENSE
 include README.md
-include config.json.example
 recursive-include freqtrade *.py
 recursive-include freqtrade/templates/ *.j2 *.ipynb
+include freqtrade/rpc/api_server/ui/fallback_file.html
+include freqtrade/rpc/api_server/ui/favicon.ico

README.md

@@ -1,4 +1,4 @@
-# Freqtrade
+# ![freqtrade](https://raw.githubusercontent.com/freqtrade/freqtrade/develop/docs/assets/freqtrade_poweredby.svg)
 
 [![Freqtrade CI](https://github.com/freqtrade/freqtrade/workflows/Freqtrade%20CI/badge.svg)](https://github.com/freqtrade/freqtrade/actions/)
 [![Coverage Status](https://coveralls.io/repos/github/freqtrade/freqtrade/badge.svg?branch=develop&service=github)](https://coveralls.io/github/freqtrade/freqtrade?branch=develop)
@@ -22,12 +22,23 @@ expect.
 We strongly recommend you to have coding and Python knowledge. Do not
 hesitate to read the source code and understand the mechanism of this bot.
 
-## Exchange marketplaces supported
+## Supported Exchange marketplaces
 
+Please read the [exchange specific notes](docs/exchanges.md) to learn about eventual, special configurations needed for each exchange.
+
+- [X] [Binance](https://www.binance.com/) ([*Note for binance users](docs/exchanges.md#binance-blacklist))
 - [X] [Bittrex](https://bittrex.com/)
-- [X] [Binance](https://www.binance.com/) ([*Note for binance users](docs/exchanges.md#blacklists))
 - [X] [Kraken](https://kraken.com/)
-- [ ] [113 others to tests](https://github.com/ccxt/ccxt/). _(We cannot guarantee they will work)_
+- [X] [FTX](https://ftx.com)
+- [X] [Gate.io](https://www.gate.io/ref/6266643)
+- [ ] [potentially many others](https://github.com/ccxt/ccxt/). _(We cannot guarantee they will work)_
+
+### Community tested
+
+Exchanges confirmed working by the community:
+
+- [X] [Bitvavo](https://bitvavo.com/)
+- [X] [Kucoin](https://www.kucoin.com/)
 
 ## Documentation
 
@@ -37,12 +48,12 @@ Please find the complete documentation on our [website](https://www.freqtrade.io
 
 ## Features
 
-- [x] **Based on Python 3.6+**: For botting on any operating system - Windows, macOS and Linux.
+- [x] **Based on Python 3.7+**: For botting on any operating system - Windows, macOS and Linux.
 - [x] **Persistence**: Persistence is achieved through sqlite.
-- [x] **Dry-run**: Run the bot without playing money.
+- [x] **Dry-run**: Run the bot without paying money.
 - [x] **Backtesting**: Run a simulation of your buy/sell strategy.
 - [x] **Strategy Optimization by machine learning**: Use machine learning to optimize your buy/sell strategy parameters with real exchange data.
-- [x] **Edge position sizing** Calculate your win rate, risk reward ratio, the best stoploss and adjust your position size before taking a position for each specific market. [Learn more](https://www.freqtrade.io/en/latest/edge/).
+- [x] **Edge position sizing** Calculate your win rate, risk reward ratio, the best stoploss and adjust your position size before taking a position for each specific market. [Learn more](https://www.freqtrade.io/en/stable/edge/).
 - [x] **Whitelist crypto-currencies**: Select which crypto-currency you want to trade or use dynamic whitelists.
 - [x] **Blacklist crypto-currencies**: Select which crypto-currency you want to avoid.
 - [x] **Manageable via Telegram**: Manage the bot with Telegram.
@@ -55,12 +66,12 @@ Please find the complete documentation on our [website](https://www.freqtrade.io
 Freqtrade provides a Linux/macOS script to install all dependencies and help you to configure the bot.
 
 ```bash
-git clone -b develop https://github.com/freqtrade/freqtrade.git 
+git clone -b develop https://github.com/freqtrade/freqtrade.git
 cd freqtrade
 ./setup.sh --install
 ```
 
-For any other type of installation please refer to [Installation doc](https://www.freqtrade.io/en/latest/installation/).
+For any other type of installation please refer to [Installation doc](https://www.freqtrade.io/en/stable/installation/).
 
 ## Basic Usage
 
@@ -68,22 +79,22 @@ For any other type of installation please refer to [Installation doc](https://ww
 
 ```
 usage: freqtrade [-h] [-V]
-                 {trade,create-userdir,new-config,new-hyperopt,new-strategy,download-data,convert-data,convert-trade-data,backtesting,edge,hyperopt,hyperopt-list,hyperopt-show,list-exchanges,list-hyperopts,list-markets,list-pairs,list-strategies,list-timeframes,show-trades,test-pairlist,plot-dataframe,plot-profit}
+                 {trade,create-userdir,new-config,new-strategy,download-data,convert-data,convert-trade-data,list-data,backtesting,edge,hyperopt,hyperopt-list,hyperopt-show,list-exchanges,list-hyperopts,list-markets,list-pairs,list-strategies,list-timeframes,show-trades,test-pairlist,install-ui,plot-dataframe,plot-profit,webserver}
                  ...
 
 Free, open source crypto trading bot
 
 positional arguments:
-  {trade,create-userdir,new-config,new-hyperopt,new-strategy,download-data,convert-data,convert-trade-data,backtesting,edge,hyperopt,hyperopt-list,hyperopt-show,list-exchanges,list-hyperopts,list-markets,list-pairs,list-strategies,list-timeframes,show-trades,test-pairlist,plot-dataframe,plot-profit}
+  {trade,create-userdir,new-config,new-strategy,download-data,convert-data,convert-trade-data,list-data,backtesting,edge,hyperopt,hyperopt-list,hyperopt-show,list-exchanges,list-hyperopts,list-markets,list-pairs,list-strategies,list-timeframes,show-trades,test-pairlist,install-ui,plot-dataframe,plot-profit,webserver}
     trade               Trade module.
     create-userdir      Create user-data directory.
     new-config          Create new config
-    new-hyperopt        Create new hyperopt
     new-strategy        Create new strategy
     download-data       Download backtesting data.
     convert-data        Convert candle (OHLCV) data from one format to
                         another.
     convert-trade-data  Convert trade data from one format to another.
+    list-data           List downloaded data.
     backtesting         Backtesting module.
     edge                Edge module.
     hyperopt            Hyperopt module.
@@ -97,8 +108,10 @@ positional arguments:
     list-timeframes     Print available timeframes for the exchange.
     show-trades         Show trades.
     test-pairlist       Test your pairlist configuration.
+    install-ui          Install FreqUI
     plot-dataframe      Plot candles with indicators.
     plot-profit         Generate plot showing profits.
+    webserver           Webserver module.
 
 optional arguments:
   -h, --help            show this help message and exit
@@ -113,8 +126,8 @@ Telegram is not mandatory. However, this is a great way to control your bot. Mor
 - `/start`: Starts the trader.
 - `/stop`: Stops the trader.
 - `/stopbuy`: Stop entering new trades.
-- `/status [table]`: Lists all open trades.
-- `/profit`: Lists cumulative profit from all finished trades
+- `/status <trade_id>|[table]`: Lists all or specific open trades.
+- `/profit [<n>]`: Lists cumulative profit from all finished trades, over the last n days.
 - `/forcesell <trade_id>|all`: Instantly sells the given trade (Ignoring `minimum_roi`).
 - `/performance`: Show performance of each finished trade grouped by pair
 - `/balance`: Show account balance per currency.
@@ -132,22 +145,16 @@ The project is currently setup in two main branches:
 
 ## Support
 
-### Help / Slack / Discord
+### Help / Discord
 
-For any questions not covered by the documentation or for further information about the bot, we encourage you to join our slack channel.
-
-- [Click here to join Slack channel](https://join.slack.com/t/highfrequencybot/shared_invite/enQtNjU5ODcwNjI1MDU3LTU1MTgxMjkzNmYxNWE1MDEzYzQ3YmU4N2MwZjUyNjJjODRkMDVkNjg4YTAyZGYzYzlhOTZiMTE4ZjQ4YzM0OGE).
-
-Alternatively, check out the newly created [discord server](https://discord.gg/MA9v74M).
-
-*Note*: Since the discord server is relatively new, answers to questions might be slightly delayed as currently the user base quite small.
+For any questions not covered by the documentation or for further information about the bot, or to simply engage with like-minded individuals, we encourage you to join the Freqtrade [discord server](https://discord.gg/p7nuUNVfP7).
 
 ### [Bugs / Issues](https://github.com/freqtrade/freqtrade/issues?q=is%3Aissue)
 
 If you discover a bug in the bot, please
 [search our issue tracker](https://github.com/freqtrade/freqtrade/issues?q=is%3Aissue)
 first. If it hasn't been reported, please
-[create a new issue](https://github.com/freqtrade/freqtrade/issues/new) and
+[create a new issue](https://github.com/freqtrade/freqtrade/issues/new/choose) and
 ensure you follow the template guide so that our team can assist you as
 quickly as possible.
 
@@ -156,7 +163,7 @@ quickly as possible.
 Have you a great idea to improve the bot you want to share? Please,
 first search if this feature was not [already discussed](https://github.com/freqtrade/freqtrade/labels/enhancement).
 If it hasn't been requested, please
-[create a new request](https://github.com/freqtrade/freqtrade/issues/new)
+[create a new request](https://github.com/freqtrade/freqtrade/issues/new/choose)
 and ensure you follow the template guide so that it does not get lost
 in the bug reports.
 
@@ -171,7 +178,7 @@ to understand the requirements before sending your pull-requests.
 Coding is not a necessity to contribute - maybe start with improving our documentation?
 Issues labeled [good first issue](https://github.com/freqtrade/freqtrade/labels/good%20first%20issue) can be good first contributions, and will help get you familiar with the codebase.
 
-**Note** before starting any major new feature work, *please open an issue describing what you are planning to do* or talk to us on [Slack](https://join.slack.com/t/highfrequencybot/shared_invite/enQtNjU5ODcwNjI1MDU3LTU1MTgxMjkzNmYxNWE1MDEzYzQ3YmU4N2MwZjUyNjJjODRkMDVkNjg4YTAyZGYzYzlhOTZiMTE4ZjQ4YzM0OGE). This will ensure that interested parties can give valuable feedback on the feature, and let others know that you are working on it.
+**Note** before starting any major new feature work, *please open an issue describing what you are planning to do* or talk to us on [discord](https://discord.gg/p7nuUNVfP7) (please use the #dev channel for this). This will ensure that interested parties can give valuable feedback on the feature, and let others know that you are working on it.
 
 **Important:** Always create your PR against the `develop` branch, not `stable`.
 
@@ -189,9 +196,9 @@ To run this bot we recommend you a cloud instance with a minimum of:
 
 ### Software requirements
 
-- [Python 3.6.x](http://docs.python-guide.org/en/latest/starting/installation/)
+- [Python 3.7.x](http://docs.python-guide.org/en/latest/starting/installation/)
 - [pip](https://pip.pypa.io/en/stable/installing/)
 - [git](https://git-scm.com/book/en/v2/Getting-Started-Installing-Git)
 - [TA-Lib](https://mrjbq7.github.io/ta-lib/install.html)
-- [virtualenv](https://virtualenv.pypa.io/en/stable/installation/) (Recommended)
+- [virtualenv](https://virtualenv.pypa.io/en/stable/installation.html) (Recommended)
 - [Docker](https://www.docker.com/products/docker) (Recommended)

build_helpers/install_ta-lib.sh

@@ -8,10 +8,21 @@ if [ ! -f "${INSTALL_LOC}/lib/libta_lib.a" ]; then
   tar zxvf ta-lib-0.4.0-src.tar.gz
   cd ta-lib \
   && sed -i.bak "s|0.00000001|0.000000000000000001 |g" src/ta_func/ta_utility.h \
+  && curl 'http://git.savannah.gnu.org/gitweb/?p=config.git;a=blob_plain;f=config.guess;hb=HEAD' -o config.guess \
+  && curl 'http://git.savannah.gnu.org/gitweb/?p=config.git;a=blob_plain;f=config.sub;hb=HEAD' -o config.sub \
   && ./configure --prefix=${INSTALL_LOC}/ \
-  && make \
-  && which sudo && sudo make install || make install \
-  && cd ..
+  && make
+  if [ $? -ne 0 ]; then
+    echo "Failed building ta-lib."
+    cd .. && rm -rf ./ta-lib/
+    exit 1
+  fi
+  which sudo && sudo make install || make install
+  if [ -x "$(command -v apt-get)" ]; then
+    echo "Updating library path using ldconfig"
+    sudo ldconfig
+  fi
+  cd .. && rm -rf ./ta-lib/
 else
   echo "TA-lib already installed, skipping installation"
 fi

build_helpers/install_windows.ps1

@@ -1,16 +1,18 @@
 # Downloads don't work automatically, since the URL is regenerated via javascript.
 # Downloaded from https://www.lfd.uci.edu/~gohlke/pythonlibs/#ta-lib
-# Invoke-WebRequest -Uri "https://download.lfd.uci.edu/pythonlibs/xxxxxxx/TA_Lib-0.4.17-cp37-cp37m-win_amd64.whl" -OutFile "TA_Lib-0.4.17-cp37-cp37m-win_amd64.whl"
 
 python -m pip install --upgrade pip
 
 $pyv = python -c "import sys; print(f'{sys.version_info.major}.{sys.version_info.minor}')"
 
 if ($pyv -eq '3.7') {
-    pip install build_helpers\TA_Lib-0.4.19-cp37-cp37m-win_amd64.whl
+    pip install build_helpers\TA_Lib-0.4.21-cp37-cp37m-win_amd64.whl
 }
 if ($pyv -eq '3.8') {
-    pip install build_helpers\TA_Lib-0.4.19-cp38-cp38-win_amd64.whl
+    pip install build_helpers\TA_Lib-0.4.21-cp38-cp38-win_amd64.whl
+}
+if ($pyv -eq '3.9') {
+    pip install build_helpers\TA_Lib-0.4.21-cp39-cp39-win_amd64.whl
 }
 
 pip install -r requirements-dev.txt

build_helpers/publish_docker.sh

@@ -1,57 +0,0 @@
-#!/bin/sh
-
-# Replace / with _ to create a valid tag
-TAG=$(echo "${BRANCH_NAME}" | sed -e "s/\//_/g")
-TAG_PLOT=${TAG}_plot
-echo "Running for ${TAG}"
-
-# Add commit and commit_message to docker container
-echo "${GITHUB_SHA}" > freqtrade_commit
-
-if [ "${GITHUB_EVENT_NAME}" = "schedule" ]; then
-    echo "event ${GITHUB_EVENT_NAME}: full rebuild - skipping cache"
-    docker build -t freqtrade:${TAG} .
-else
-    echo "event ${GITHUB_EVENT_NAME}: building with cache"
-    # Pull last build to avoid rebuilding the whole image
-    docker pull ${IMAGE_NAME}:${TAG}
-    docker build --cache-from ${IMAGE_NAME}:${TAG} -t freqtrade:${TAG} .
-fi
-# Tag image for upload and next build step
-docker tag freqtrade:$TAG ${IMAGE_NAME}:$TAG
-
-docker build --cache-from freqtrade:${TAG} --build-arg sourceimage=${TAG} -t freqtrade:${TAG_PLOT} -f docker/Dockerfile.plot .
-
-docker tag freqtrade:$TAG_PLOT ${IMAGE_NAME}:$TAG_PLOT
-
-if [ $? -ne 0 ]; then
-    echo "failed building image"
-    return 1
-fi
-
-# Run backtest
-docker run --rm -v $(pwd)/config.json.example:/freqtrade/config.json:ro -v $(pwd)/tests:/tests freqtrade:${TAG} backtesting --datadir /tests/testdata --strategy-path /tests/strategy/strats/ --strategy DefaultStrategy
-
-if [ $? -ne 0 ]; then
-    echo "failed running backtest"
-    return 1
-fi
-
-if [ $? -ne 0 ]; then
-    echo "failed tagging image"
-    return 1
-fi
-
-# Tag as latest for develop builds
-if [ "${TAG}" = "develop" ]; then
-    docker tag freqtrade:$TAG ${IMAGE_NAME}:latest
-fi
-
-# Show all available images
-docker images
-
-docker push ${IMAGE_NAME}
-if [ $? -ne 0 ]; then
-    echo "failed pushing repo"
-    return 1
-fi

build_helpers/publish_docker_arm64.sh

@@ -0,0 +1,78 @@
+#!/bin/sh
+
+# Use BuildKit, otherwise building on ARM fails
+export DOCKER_BUILDKIT=1
+
+# Replace / with _ to create a valid tag
+TAG=$(echo "${BRANCH_NAME}" | sed -e "s/\//_/g")
+TAG_PLOT=${TAG}_plot
+TAG_PI="${TAG}_pi"
+
+TAG_ARM=${TAG}_arm
+TAG_PLOT_ARM=${TAG_PLOT}_arm
+CACHE_IMAGE=freqtradeorg/freqtrade_cache
+
+echo "Running for ${TAG}"
+
+# Add commit and commit_message to docker container
+echo "${GITHUB_SHA}" > freqtrade_commit
+
+if [ "${GITHUB_EVENT_NAME}" = "schedule" ]; then
+    echo "event ${GITHUB_EVENT_NAME}: full rebuild - skipping cache"
+    # Build regular image
+    docker build -t freqtrade:${TAG_ARM} .
+
+else
+    echo "event ${GITHUB_EVENT_NAME}: building with cache"
+    # Build regular image
+    docker pull ${IMAGE_NAME}:${TAG_ARM}
+    docker build --cache-from ${IMAGE_NAME}:${TAG_ARM} -t freqtrade:${TAG_ARM} .
+
+fi
+
+if [ $? -ne 0 ]; then
+    echo "failed building multiarch images"
+    return 1
+fi
+# Tag image for upload and next build step
+docker tag freqtrade:$TAG_ARM ${CACHE_IMAGE}:$TAG_ARM
+
+docker build --cache-from freqtrade:${TAG_ARM} --build-arg sourceimage=${CACHE_IMAGE} --build-arg sourcetag=${TAG_ARM} -t freqtrade:${TAG_PLOT_ARM} -f docker/Dockerfile.plot .
+
+docker tag freqtrade:$TAG_PLOT_ARM ${CACHE_IMAGE}:$TAG_PLOT_ARM
+
+# Run backtest
+docker run --rm -v $(pwd)/config_examples/config_bittrex.example.json:/freqtrade/config.json:ro -v $(pwd)/tests:/tests freqtrade:${TAG_ARM} backtesting --datadir /tests/testdata --strategy-path /tests/strategy/strats/ --strategy StrategyTestV2
+
+if [ $? -ne 0 ]; then
+    echo "failed running backtest"
+    return 1
+fi
+
+docker images
+
+# docker push ${IMAGE_NAME}
+docker push ${CACHE_IMAGE}:$TAG_PLOT_ARM
+docker push ${CACHE_IMAGE}:$TAG_ARM
+
+# Create multi-arch image
+# Make sure that all images contained here are pushed to github first.
+# Otherwise installation might fail.
+echo "create manifests"
+
+docker manifest create --amend ${IMAGE_NAME}:${TAG} ${CACHE_IMAGE}:${TAG_ARM} ${IMAGE_NAME}:${TAG_PI} ${CACHE_IMAGE}:${TAG}
+docker manifest push -p ${IMAGE_NAME}:${TAG}
+
+docker manifest create ${IMAGE_NAME}:${TAG_PLOT} ${CACHE_IMAGE}:${TAG_PLOT_ARM} ${CACHE_IMAGE}:${TAG_PLOT}
+docker manifest push -p ${IMAGE_NAME}:${TAG_PLOT}
+
+# Tag as latest for develop builds
+if [ "${TAG}" = "develop" ]; then
+    docker manifest create ${IMAGE_NAME}:latest ${CACHE_IMAGE}:${TAG_ARM} ${IMAGE_NAME}:${TAG_PI} ${CACHE_IMAGE}:${TAG}
+    docker manifest push -p ${IMAGE_NAME}:latest
+fi
+
+docker images
+
+# Cleanup old images from arm64 node.
+docker image prune -a --force --filter "until=24h"

build_helpers/publish_docker_multi.sh

@@ -0,0 +1,75 @@
+#!/bin/sh
+
+# The below assumes a correctly setup docker buildx environment
+
+# Replace / with _ to create a valid tag
+TAG=$(echo "${BRANCH_NAME}" | sed -e "s/\//_/g")
+TAG_PLOT=${TAG}_plot
+TAG_PI="${TAG}_pi"
+
+PI_PLATFORM="linux/arm/v7"
+echo "Running for ${TAG}"
+CACHE_IMAGE=freqtradeorg/freqtrade_cache
+CACHE_TAG=${CACHE_IMAGE}:${TAG_PI}_cache
+
+# Add commit and commit_message to docker container
+echo "${GITHUB_SHA}" > freqtrade_commit
+
+if [ "${GITHUB_EVENT_NAME}" = "schedule" ]; then
+    echo "event ${GITHUB_EVENT_NAME}: full rebuild - skipping cache"
+    # Build regular image
+    docker build -t freqtrade:${TAG} .
+    # Build PI image
+    docker buildx build \
+        --cache-to=type=registry,ref=${CACHE_TAG} \
+        -f docker/Dockerfile.armhf \
+        --platform ${PI_PLATFORM} \
+        -t ${IMAGE_NAME}:${TAG_PI} --push .
+else
+    echo "event ${GITHUB_EVENT_NAME}: building with cache"
+    # Build regular image
+    docker pull ${IMAGE_NAME}:${TAG}
+    docker build --cache-from ${IMAGE_NAME}:${TAG} -t freqtrade:${TAG} .
+
+    # Pull last build to avoid rebuilding the whole image
+    # docker pull --platform ${PI_PLATFORM} ${IMAGE_NAME}:${TAG}
+    docker buildx build \
+        --cache-from=type=registry,ref=${CACHE_TAG} \
+        --cache-to=type=registry,ref=${CACHE_TAG} \
+        -f docker/Dockerfile.armhf \
+        --platform ${PI_PLATFORM} \
+        -t ${IMAGE_NAME}:${TAG_PI} --push .
+fi
+
+if [ $? -ne 0 ]; then
+    echo "failed building multiarch images"
+    return 1
+fi
+# Tag image for upload and next build step
+docker tag freqtrade:$TAG ${CACHE_IMAGE}:$TAG
+
+docker build --cache-from freqtrade:${TAG} --build-arg sourceimage=${CACHE_IMAGE} --build-arg sourcetag=${TAG} -t freqtrade:${TAG_PLOT} -f docker/Dockerfile.plot .
+
+docker tag freqtrade:$TAG_PLOT ${CACHE_IMAGE}:$TAG_PLOT
+
+# Run backtest
+docker run --rm -v $(pwd)/config_examples/config_bittrex.example.json:/freqtrade/config.json:ro -v $(pwd)/tests:/tests freqtrade:${TAG} backtesting --datadir /tests/testdata --strategy-path /tests/strategy/strats/ --strategy StrategyTestV2
+
+if [ $? -ne 0 ]; then
+    echo "failed running backtest"
+    return 1
+fi
+
+docker images
+
+docker push ${CACHE_IMAGE}
+docker push ${CACHE_IMAGE}:$TAG_PLOT
+docker push ${CACHE_IMAGE}:$TAG
+
+
+docker images
+
+if [ $? -ne 0 ]; then
+    echo "failed building image"
+    return 1
+fi

build_helpers/publish_docker_pi.sh

@@ -1,36 +0,0 @@
-#!/bin/sh
-
-# The below assumes a correctly setup docker buildx environment
-
-# Replace / with _ to create a valid tag
-TAG=$(echo "${BRANCH_NAME}" | sed -e "s/\//_/g")
-PI_PLATFORM="linux/arm/v7"
-echo "Running for ${TAG}"
-CACHE_TAG=freqtradeorg/freqtrade_cache:${TAG}_cache
-
-# Add commit and commit_message to docker container
-echo "${GITHUB_SHA}" > freqtrade_commit
-
-if [ "${GITHUB_EVENT_NAME}" = "schedule" ]; then
-    echo "event ${GITHUB_EVENT_NAME}: full rebuild - skipping cache"
-    docker buildx build \
-        --cache-to=type=registry,ref=${CACHE_TAG} \
-        -f Dockerfile.armhf \
-        --platform ${PI_PLATFORM} \
-        -t ${IMAGE_NAME}:${TAG} --push .
-else
-    echo "event ${GITHUB_EVENT_NAME}: building with cache"
-    # Pull last build to avoid rebuilding the whole image
-    # docker pull --platform ${PI_PLATFORM} ${IMAGE_NAME}:${TAG}
-    docker buildx build \
-        --cache-from=type=registry,ref=${CACHE_TAG} \
-        --cache-to=type=registry,ref=${CACHE_TAG} \
-        -f Dockerfile.armhf \
-        --platform ${PI_PLATFORM} \
-        -t ${IMAGE_NAME}:${TAG} --push .
-fi
-
-if [ $? -ne 0 ]; then
-    echo "failed building image"
-    return 1
-fi

config_examples/config_binance.example.json

@@ -12,30 +12,24 @@
         "sell": 30
     },
     "bid_strategy": {
-        "use_order_book": false,
         "ask_last_balance": 0.0,
+        "use_order_book": true,
         "order_book_top": 1,
         "check_depth_of_market": {
             "enabled": false,
             "bids_to_ask_delta": 1
         }
     },
-    "ask_strategy":{
-        "use_order_book": false,
-        "order_book_min": 1,
-        "order_book_max": 1,
-        "use_sell_signal": true,
-        "sell_profit_only": false,
-        "ignore_roi_if_buy_signal": false
+    "ask_strategy": {
+        "use_order_book": true,
+        "order_book_top": 1
     },
     "exchange": {
         "name": "binance",
         "key": "your_exchange_key",
         "secret": "your_exchange_secret",
-        "ccxt_config": {"enableRateLimit": true},
+        "ccxt_config": {},
         "ccxt_async_config": {
-            "enableRateLimit": true,
-            "rateLimit": 200
         },
         "pair_whitelist": [
             "ALGO/BTC",
@@ -84,12 +78,13 @@
         "enabled": false,
         "listen_ip_address": "127.0.0.1",
         "listen_port": 8080,
-        "verbosity": "info",
+        "verbosity": "error",
         "jwt_secret_key": "somethingrandom",
         "CORS_origins": [],
-        "username": "",
-        "password": ""
+        "username": "freqtrader",
+        "password": "SuperSecurePassword"
     },
+    "bot_name": "freqtrade",
     "initial_state": "running",
     "forcebuy_enable": false,
     "internals": {

config_examples/config_bittrex.example.json

@@ -12,7 +12,7 @@
         "sell": 30
     },
     "bid_strategy": {
-        "use_order_book": false,
+        "use_order_book": true,
         "ask_last_balance": 0.0,
         "order_book_top": 1,
         "check_depth_of_market": {
@@ -21,12 +21,8 @@
         }
     },
     "ask_strategy":{
-        "use_order_book": false,
-        "order_book_min": 1,
-        "order_book_max": 1,
-        "use_sell_signal": true,
-        "sell_profit_only": false,
-        "ignore_roi_if_buy_signal": false
+        "use_order_book": true,
+        "order_book_top": 1
     },
     "exchange": {
         "name": "bittrex",
@@ -41,13 +37,13 @@
             "ETH/BTC",
             "LTC/BTC",
             "ETC/BTC",
-            "DASH/BTC",
-            "ZEC/BTC",
+            "RVN/BTC",
+            "CRO/BTC",
             "XLM/BTC",
             "XRP/BTC",
             "TRX/BTC",
             "ADA/BTC",
-            "XMR/BTC"
+            "DOT/BTC"
         ],
         "pair_blacklist": [
             "DOGE/BTC"
@@ -79,12 +75,13 @@
         "enabled": false,
         "listen_ip_address": "127.0.0.1",
         "listen_port": 8080,
-        "verbosity": "info",
+        "verbosity": "error",
         "jwt_secret_key": "somethingrandom",
         "CORS_origins": [],
-        "username": "",
-        "password": ""
+        "username": "freqtrader",
+        "password": "SuperSecurePassword"
     },
+    "bot_name": "freqtrade",
     "initial_state": "running",
     "forcebuy_enable": false,
     "internals": {

config_examples/config_ftx.example.json

@@ -0,0 +1,92 @@
+{
+    "max_open_trades": 3,
+    "stake_currency": "USD",
+    "stake_amount": 50,
+    "tradable_balance_ratio": 0.99,
+    "fiat_display_currency": "USD",
+    "timeframe": "5m",
+    "dry_run": true,
+    "cancel_open_orders_on_exit": false,
+    "unfilledtimeout": {
+        "buy": 10,
+        "sell": 30
+    },
+    "bid_strategy": {
+        "ask_last_balance": 0.0,
+        "use_order_book": true,
+        "order_book_top": 1,
+        "check_depth_of_market": {
+            "enabled": false,
+            "bids_to_ask_delta": 1
+        }
+    },
+    "ask_strategy": {
+        "use_order_book": true,
+        "order_book_top": 1
+    },
+    "exchange": {
+        "name": "ftx",
+        "key": "your_exchange_key",
+        "secret": "your_exchange_secret",
+        "ccxt_config": {},
+        "ccxt_async_config": {},
+        "pair_whitelist": [
+            "BTC/USD",
+            "ETH/USD",
+            "BNB/USD",
+            "USDT/USD",
+            "LTC/USD",
+            "SRM/USD",
+            "SXP/USD",
+            "XRP/USD",
+            "DOGE/USD",
+            "1INCH/USD",
+            "CHZ/USD",
+            "MATIC/USD",
+            "LINK/USD",
+            "OXY/USD",
+            "SUSHI/USD"
+        ],
+        "pair_blacklist": [
+            "FTT/USD"
+        ]
+    },
+    "pairlists": [
+        {"method": "StaticPairList"}
+    ],
+    "edge": {
+        "enabled": false,
+        "process_throttle_secs": 3600,
+        "calculate_since_number_of_days": 7,
+        "allowed_risk": 0.01,
+        "stoploss_range_min": -0.01,
+        "stoploss_range_max": -0.1,
+        "stoploss_range_step": -0.01,
+        "minimum_winrate": 0.60,
+        "minimum_expectancy": 0.20,
+        "min_trade_number": 10,
+        "max_trade_duration_minute": 1440,
+        "remove_pumps": false
+    },
+    "telegram": {
+        "enabled": false,
+        "token": "your_telegram_token",
+        "chat_id": "your_telegram_chat_id"
+    },
+    "api_server": {
+        "enabled": false,
+        "listen_ip_address": "127.0.0.1",
+        "listen_port": 8080,
+        "verbosity": "error",
+        "jwt_secret_key": "somethingrandom",
+        "CORS_origins": [],
+        "username": "freqtrader",
+        "password": "SuperSecurePassword"
+    },
+    "bot_name": "freqtrade",
+    "initial_state": "running",
+    "forcebuy_enable": false,
+    "internals": {
+        "process_throttle_secs": 5
+    }
+}

config_examples/config_full.example.json

@@ -14,6 +14,10 @@
     "trailing_stop_positive": 0.005,
     "trailing_stop_positive_offset": 0.0051,
     "trailing_only_offset_is_reached": false,
+    "use_sell_signal": true,
+    "sell_profit_only": false,
+    "sell_profit_offset": 0.0,
+    "ignore_roi_if_buy_signal": false,
     "minimal_roi": {
         "40":  0.0,
         "30":  0.01,
@@ -23,11 +27,12 @@
     "stoploss": -0.10,
     "unfilledtimeout": {
         "buy": 10,
-        "sell": 30
+        "sell": 30,
+        "unit": "minutes"
     },
     "bid_strategy": {
         "price_side": "bid",
-        "use_order_book": false,
+        "use_order_book": true,
         "ask_last_balance": 0.0,
         "order_book_top": 1,
         "check_depth_of_market": {
@@ -37,17 +42,15 @@
     },
     "ask_strategy":{
         "price_side": "ask",
-        "use_order_book": false,
-        "order_book_min": 1,
-        "order_book_max": 1,
-        "use_sell_signal": true,
-        "sell_profit_only": false,
-        "ignore_roi_if_buy_signal": false
+        "use_order_book": true,
+        "order_book_top": 1
     },
     "order_types": {
         "buy": "limit",
         "sell": "limit",
         "emergencysell": "market",
+        "forcesell": "market",
+        "forcebuy": "market",
         "stoploss": "market",
         "stoploss_on_exchange": false,
         "stoploss_on_exchange_interval": 60
@@ -67,31 +70,38 @@
         {"method": "AgeFilter", "min_days_listed": 10},
         {"method": "PrecisionFilter"},
         {"method": "PriceFilter", "low_price_ratio": 0.01, "min_price": 0.00000010},
-        {"method": "SpreadFilter", "max_spread_ratio": 0.005}
+        {"method": "SpreadFilter", "max_spread_ratio": 0.005},
+        {
+            "method": "RangeStabilityFilter",
+            "lookback_days": 10,
+            "min_rate_of_change": 0.01,
+            "refresh_period": 1440
+        }
     ],
     "exchange": {
-        "name": "bittrex",
+        "name": "binance",
         "sandbox": false,
         "key": "your_exchange_key",
         "secret": "your_exchange_secret",
         "password": "",
-        "ccxt_config": {"enableRateLimit": true},
-        "ccxt_async_config": {
-            "enableRateLimit": false,
-            "rateLimit": 500,
-            "aiohttp_trust_env": false
-        },
+        "ccxt_config": {},
+        "ccxt_async_config": {},
         "pair_whitelist": [
+            "ALGO/BTC",
+            "ATOM/BTC",
+            "BAT/BTC",
+            "BCH/BTC",
+            "BRD/BTC",
+            "EOS/BTC",
             "ETH/BTC",
+            "IOTA/BTC",
+            "LINK/BTC",
             "LTC/BTC",
-            "ETC/BTC",
-            "DASH/BTC",
-            "ZEC/BTC",
-            "XLM/BTC",
-            "NXT/BTC",
-            "TRX/BTC",
-            "ADA/BTC",
-            "XMR/BTC"
+            "NEO/BTC",
+            "NXS/BTC",
+            "XMR/BTC",
+            "XRP/BTC",
+            "XTZ/BTC"
         ],
         "pair_blacklist": [
             "DOGE/BTC"
@@ -114,7 +124,7 @@
         "remove_pumps": false
     },
     "telegram": {
-        "enabled": true,
+        "enabled": false,
         "token": "your_telegram_token",
         "chat_id": "your_telegram_chat_id",
         "notification_settings": {
@@ -122,21 +132,38 @@
             "warning": "on",
             "startup": "on",
             "buy": "on",
-            "sell": "on",
+            "buy_fill": "on",
+            "sell": {
+                "roi": "off",
+                "emergency_sell": "off",
+                "force_sell": "off",
+                "sell_signal": "off",
+                "trailing_stop_loss": "off",
+                "stop_loss": "off",
+                "stoploss_on_exchange": "off",
+                "custom_sell": "off"
+            },
+            "sell_fill": "on",
             "buy_cancel": "on",
-            "sell_cancel": "on"
-        }
+            "sell_cancel": "on",
+            "protection_trigger": "off",
+            "protection_trigger_global": "on"
+        },
+        "reload": true,
+        "balance_dust_level": 0.01
     },
     "api_server": {
         "enabled": false,
         "listen_ip_address": "127.0.0.1",
         "listen_port": 8080,
-        "verbosity": "info",
+        "verbosity": "error",
+        "enable_openapi": false,
         "jwt_secret_key": "somethingrandom",
         "CORS_origins": [],
         "username": "freqtrader",
         "password": "SuperSecurePassword"
     },
+    "bot_name": "freqtrade",
     "db_url": "sqlite:///tradesv3.sqlite",
     "initial_state": "running",
     "forcebuy_enable": false,
@@ -145,7 +172,7 @@
         "heartbeat_interval": 60
     },
     "disable_dataframe_checks": false,
-    "strategy": "DefaultStrategy",
+    "strategy": "SampleStrategy",
     "strategy_path": "user_data/strategies/",
     "dataformat_ohlcv": "json",
     "dataformat_trades": "jsongz"

config_examples/config_kraken.example.json

@@ -12,7 +12,7 @@
         "sell": 30
     },
     "bid_strategy": {
-        "use_order_book": false,
+        "use_order_book": true,
         "ask_last_balance": 0.0,
         "order_book_top": 1,
         "check_depth_of_market": {
@@ -21,21 +21,15 @@
         }
     },
     "ask_strategy":{
-        "use_order_book": false,
-        "order_book_min": 1,
-        "order_book_max": 1,
-        "use_sell_signal": true,
-        "sell_profit_only": false,
-        "ignore_roi_if_buy_signal": false
+        "use_order_book": true,
+        "order_book_top": 1
     },
     "exchange": {
         "name": "kraken",
         "key": "your_exchange_key",
         "secret": "your_exchange_key",
-        "ccxt_config": {"enableRateLimit": true},
+        "ccxt_config": {},
         "ccxt_async_config": {
-            "enableRateLimit": true,
-            "rateLimit": 1000
         },
         "pair_whitelist": [
             "ADA/EUR",
@@ -89,12 +83,13 @@
         "enabled": false,
         "listen_ip_address": "127.0.0.1",
         "listen_port": 8080,
-        "verbosity": "info",
+        "verbosity": "error",
         "jwt_secret_key": "somethingrandom",
         "CORS_origins": [],
-        "username": "",
-        "password": ""
+        "username": "freqtrader",
+        "password": "SuperSecurePassword"
     },
+    "bot_name": "freqtrade",
     "initial_state": "running",
     "forcebuy_enable": false,
     "internals": {

docker-compose.yml

@@ -9,11 +9,16 @@ services:
     # Build step - only needed when additional dependencies are needed
     # build:
     #   context: .
-    #   dockerfile: "./Dockerfile.technical"
+    #   dockerfile: "./docker/Dockerfile.custom"
     restart: unless-stopped
     container_name: freqtrade
     volumes:
       - "./user_data:/freqtrade/user_data"
+    # Expose api on port 8080 (localhost only)
+    # Please read the https://www.freqtrade.io/en/stable/rest-api/ documentation
+    # before enabling this.
+    ports:
+      - "127.0.0.1:8080:8080"
     # Default command used when running `docker compose up`
     command: >
       trade

docker/Dockerfile.armhf

@@ -0,0 +1,59 @@
+FROM python:3.7.10-slim-buster as base
+
+# Setup env
+ENV LANG C.UTF-8
+ENV LC_ALL C.UTF-8
+ENV PYTHONDONTWRITEBYTECODE 1
+ENV PYTHONFAULTHANDLER 1
+ENV PATH=/home/ftuser/.local/bin:$PATH
+ENV FT_APP_ENV="docker"
+
+# Prepare environment
+RUN mkdir /freqtrade \
+  && apt-get update \
+  && apt-get -y install sudo libatlas3-base curl sqlite3 libhdf5-dev \
+  && apt-get clean \
+  && useradd -u 1000 -G sudo -U -m ftuser \
+  && chown ftuser:ftuser /freqtrade \
+  # Allow sudoers
+  && echo "ftuser ALL=(ALL) NOPASSWD: /bin/chown" >> /etc/sudoers
+
+WORKDIR /freqtrade
+
+# Install dependencies
+FROM base as python-deps
+RUN  apt-get update \
+  && apt-get -y install build-essential libssl-dev libffi-dev libgfortran5 pkg-config cmake gcc \
+  && apt-get clean \
+  && pip install --upgrade pip \
+  && echo "[global]\nextra-index-url=https://www.piwheels.org/simple" > /etc/pip.conf
+
+# Install TA-lib
+COPY build_helpers/* /tmp/
+RUN cd /tmp && /tmp/install_ta-lib.sh && rm -r /tmp/*ta-lib*
+ENV LD_LIBRARY_PATH /usr/local/lib
+
+# Install dependencies
+COPY --chown=ftuser:ftuser requirements.txt /freqtrade/
+USER ftuser
+RUN  pip install --user --no-cache-dir numpy \
+  && pip install --user --no-cache-dir -r requirements.txt
+
+# Copy dependencies to runtime-image
+FROM base as runtime-image
+COPY --from=python-deps /usr/local/lib /usr/local/lib
+ENV LD_LIBRARY_PATH /usr/local/lib
+
+COPY --from=python-deps --chown=ftuser:ftuser /home/ftuser/.local /home/ftuser/.local
+
+USER ftuser
+# Install and execute
+COPY --chown=ftuser:ftuser . /freqtrade/
+
+RUN pip install -e . --user --no-cache-dir --no-build-isolation\
+  && mkdir /freqtrade/user_data/ \
+  && freqtrade install-ui
+
+ENTRYPOINT ["freqtrade"]
+# Default to trade mode
+CMD [ "trade" ]

docker/Dockerfile.custom

@@ -0,0 +1,10 @@
+FROM freqtradeorg/freqtrade:develop
+
+# Switch user to root if you must install something from apt
+# Don't forget to switch the user back below!
+# USER root
+
+# The below dependency - pyti - serves as an example. Please use whatever you need!
+RUN pip install --user pyti
+
+# USER ftuser

docker/Dockerfile.develop

@@ -3,8 +3,8 @@ FROM freqtradeorg/freqtrade:develop
 # Install dependencies
 COPY requirements-dev.txt /freqtrade/
 
-RUN pip install numpy --no-cache-dir \
-  && pip install -r requirements-dev.txt --no-cache-dir
+RUN pip install numpy --user --no-cache-dir \
+  && pip install -r requirements-dev.txt --user --no-cache-dir
 
 # Empty the ENTRYPOINT to allow all commands
 ENTRYPOINT []

docker/Dockerfile.jupyter

@@ -1,7 +1,7 @@
 FROM freqtradeorg/freqtrade:develop_plot
 
 
-RUN pip install jupyterlab --no-cache-dir
+RUN pip install jupyterlab --user --no-cache-dir
 
 # Empty the ENTRYPOINT to allow all commands
 ENTRYPOINT []

docker/Dockerfile.plot

@@ -1,7 +1,8 @@
-ARG sourceimage=develop
-FROM freqtradeorg/freqtrade:${sourceimage}
+ARG sourceimage=freqtradeorg/freqtrade
+ARG sourcetag=develop
+FROM ${sourceimage}:${sourcetag}
 
 # Install dependencies
 COPY requirements-plot.txt /freqtrade/
 
-RUN pip install -r requirements-plot.txt --no-cache-dir
+RUN pip install -r requirements-plot.txt --user --no-cache-dir

docker/Dockerfile.technical

@@ -1,6 +0,0 @@
-FROM freqtradeorg/freqtrade:develop
-
-RUN apt-get update \
-    && apt-get -y install git \
-    && apt-get clean \
-    && pip install git+https://github.com/freqtrade/technical

docs/advanced-hyperopt.md

@@ -4,34 +4,6 @@ This page explains some advanced Hyperopt topics that may require higher
 coding skills and Python knowledge than creation of an ordinal hyperoptimization
 class.
 
-## Derived hyperopt classes
-
-Custom hyperop classes can be derived in the same way [it can be done for strategies](strategy-customization.md#derived-strategies).
-
-Applying to hyperoptimization, as an example, you may override how dimensions are defined in your optimization hyperspace:
-
-```python
-class MyAwesomeHyperOpt(IHyperOpt):
-    ...
-    # Uses default stoploss dimension
-
-class MyAwesomeHyperOpt2(MyAwesomeHyperOpt):
-    @staticmethod
-    def stoploss_space() -> List[Dimension]:
-        # Override boundaries for stoploss
-        return [
-            Real(-0.33, -0.01, name='stoploss'),
-        ]
-```
-
-and then quickly switch between hyperopt classes, running optimization process with hyperopt class you need in each particular case:
-
-```
-$ freqtrade hyperopt --hyperopt MyAwesomeHyperOpt --hyperopt-loss SharpeHyperOptLossDaily --strategy MyAwesomeStrategy ...
-or
-$ freqtrade hyperopt --hyperopt MyAwesomeHyperOpt2 --hyperopt-loss SharpeHyperOptLossDaily --strategy MyAwesomeStrategy ...
-```
-
 ## Creating and using a custom loss function
 
 To use a custom loss function class, make sure that the function `hyperopt_loss_function` is defined in your custom hyperopt loss class.
@@ -40,6 +12,11 @@ For the sample below, you then need to add the command line parameter `--hyperop
 A sample of this can be found below, which is identical to the Default Hyperopt loss implementation. A full sample can be found in [userdata/hyperopts](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_hyperopt_loss.py).
 
 ``` python
+from datetime import datetime
+from typing import Dict
+
+from pandas import DataFrame
+
 from freqtrade.optimize.hyperopt import IHyperOptLoss
 
 TARGET_TRADES = 600
@@ -54,6 +31,8 @@ class SuperDuperHyperOptLoss(IHyperOptLoss):
     @staticmethod
     def hyperopt_loss_function(results: DataFrame, trade_count: int,
                                min_date: datetime, max_date: datetime,
+                               config: Dict, processed: Dict[str, DataFrame],
+                               backtest_stats: Dict[str, Any],
                                *args, **kwargs) -> float:
         """
         Objective function, returns smaller number for better results
@@ -63,7 +42,7 @@ class SuperDuperHyperOptLoss(IHyperOptLoss):
         * 0.25: Avoiding trade loss
         * 1.0 to total profit, compared to the expected value (`EXPECTED_MAX_PROFIT`) defined above
         """
-        total_profit = results['profit_percent'].sum()
+        total_profit = results['profit_ratio'].sum()
         trade_duration = results['trade_duration'].mean()
 
         trade_loss = 1 - 0.25 * exp(-(trade_count - TARGET_TRADES) ** 2 / 10 ** 5.8)
@@ -75,17 +54,100 @@ class SuperDuperHyperOptLoss(IHyperOptLoss):
 
 Currently, the arguments are:
 
-* `results`: DataFrame containing the result  
+* `results`: DataFrame containing the resulting trades.
     The following columns are available in results (corresponds to the output-file of backtesting when used with `--export trades`):  
-    `pair, profit_percent, profit_abs, open_time, close_time, open_index, close_index, trade_duration, open_at_end, open_rate, close_rate, sell_reason`
+    `pair, profit_ratio, profit_abs, open_date, open_rate, fee_open, close_date, close_rate, fee_close, amount, trade_duration, is_open, sell_reason, stake_amount, min_rate, max_rate, stop_loss_ratio, stop_loss_abs`
 * `trade_count`: Amount of trades (identical to `len(results)`)
-* `min_date`: Start date of the hyperopting TimeFrame
-* `min_date`: End date of the hyperopting TimeFrame
+* `min_date`: Start date of the timerange used
+* `min_date`: End date of the timerange used
+* `config`: Config object used (Note: Not all strategy-related parameters will be updated here if they are part of a hyperopt space).
+* `processed`: Dict of Dataframes with the pair as keys containing the data used for backtesting.
+* `backtest_stats`: Backtesting statistics using the same format as the backtesting file "strategy" substructure. Available fields can be seen in `generate_strategy_stats()` in `optimize_reports.py`.
 
 This function needs to return a floating point number (`float`). Smaller numbers will be interpreted as better results. The parameters and balancing for this is up to you.
 
 !!! Note
-    This function is called once per iteration - so please make sure to have this as optimized as possible to not slow hyperopt down unnecessarily.
+    This function is called once per epoch - so please make sure to have this as optimized as possible to not slow hyperopt down unnecessarily.
+
+!!! Note "`*args` and `**kwargs`"
+    Please keep the arguments `*args` and `**kwargs` in the interface to allow us to extend this interface in the future.
+
+## Overriding pre-defined spaces
+
+To override a pre-defined space (`roi_space`, `generate_roi_table`, `stoploss_space`, `trailing_space`), define a nested class called Hyperopt and define the required spaces as follows:
+
+```python
+class MyAwesomeStrategy(IStrategy):
+    class HyperOpt:
+        # Define a custom stoploss space.
+        def stoploss_space():
+            return [SKDecimal(-0.05, -0.01, decimals=3, name='stoploss')]
+
+        # Define custom ROI space
+        def roi_space() -> List[Dimension]:
+            return [
+                Integer(10, 120, name='roi_t1'),
+                Integer(10, 60, name='roi_t2'),
+                Integer(10, 40, name='roi_t3'),
+                SKDecimal(0.01, 0.04, decimals=3, name='roi_p1'),
+                SKDecimal(0.01, 0.07, decimals=3, name='roi_p2'),
+                SKDecimal(0.01, 0.20, decimals=3, name='roi_p3'),
+            ]
+```
 
 !!! Note
-    Please keep the arguments `*args` and `**kwargs` in the interface to allow us to extend this interface later.
+    All overrides are optional and can be mixed/matched as necessary.
+
+### Overriding Base estimator
+
+You can define your own estimator for Hyperopt by implementing `generate_estimator()` in the Hyperopt subclass.
+
+```python
+class MyAwesomeStrategy(IStrategy):
+    class HyperOpt:
+        def generate_estimator():
+            return "RF"
+
+```
+
+Possible values are either one of "GP", "RF", "ET", "GBRT" (Details can be found in the [scikit-optimize documentation](https://scikit-optimize.github.io/)), or "an instance of a class that inherits from `RegressorMixin` (from sklearn) and where the `predict` method has an optional `return_std` argument, which returns `std(Y | x)` along with `E[Y | x]`".
+
+Some research will be necessary to find additional Regressors.
+
+Example for `ExtraTreesRegressor` ("ET") with additional parameters:
+
+```python
+class MyAwesomeStrategy(IStrategy):
+    class HyperOpt:
+        def generate_estimator():
+            from skopt.learning import ExtraTreesRegressor
+            # Corresponds to "ET" - but allows additional parameters.
+            return ExtraTreesRegressor(n_estimators=100)
+
+```
+
+!!! Note
+    While custom estimators can be provided, it's up to you as User to do research on possible parameters and analyze / understand which ones should be used.
+    If you're unsure about this, best use one of the Defaults (`"ET"` has proven to be the most versatile) without further parameters.
+
+## Space options
+
+For the additional spaces, scikit-optimize (in combination with Freqtrade) provides the following space types:
+
+* `Categorical` - Pick from a list of categories (e.g. `Categorical(['a', 'b', 'c'], name="cat")`)
+* `Integer` - Pick from a range of whole numbers (e.g. `Integer(1, 10, name='rsi')`)
+* `SKDecimal` - Pick from a range of decimal numbers with limited precision (e.g. `SKDecimal(0.1, 0.5, decimals=3, name='adx')`). *Available only with freqtrade*.
+* `Real` - Pick from a range of decimal numbers with full precision (e.g. `Real(0.1, 0.5, name='adx')`
+
+You can import all of these from `freqtrade.optimize.space`, although `Categorical`, `Integer` and `Real` are only aliases for their corresponding scikit-optimize Spaces. `SKDecimal` is provided by freqtrade for faster optimizations.
+
+``` python
+from freqtrade.optimize.space import Categorical, Dimension, Integer, SKDecimal, Real  # noqa
+```
+
+!!! Hint "SKDecimal vs. Real"
+    We recommend to use `SKDecimal` instead of the `Real` space in almost all cases. While the Real space provides full accuracy (up to ~16 decimal places) - this precision is rarely needed, and leads to unnecessary long hyperopt times.
+
+    Assuming the definition of a rather small space (`SKDecimal(0.10, 0.15, decimals=2, name='xxx')`) - SKDecimal will have 5 possibilities (`[0.10, 0.11, 0.12, 0.13, 0.14, 0.15]`).
+
+    A corresponding real space `Real(0.10, 0.15 name='xxx')`  on the other hand has an almost unlimited number of possibilities (`[0.10, 0.010000000001, 0.010000000002, ... 0.014999999999, 0.01500000000]`).

docs/advanced-setup.md

@@ -52,6 +52,71 @@ freqtrade trade -c MyConfigUSDT.json -s MyCustomStrategy --db-url sqlite:///user
 
 For more information regarding usage of the sqlite databases, for example to manually enter or remove trades, please refer to the [SQL Cheatsheet](sql_cheatsheet.md).
 
+### Multiple instances using docker
+
+To run multiple instances of freqtrade using docker you will need to edit the docker-compose.yml file and add all the instances you want as separate services. Remember, you can separate your configuration into multiple files, so it's a good idea to think about making them modular, then if you need to edit something common to all bots, you can do that in a single config file. 
+``` yml
+---
+version: '3'
+services:
+  freqtrade1:
+    image: freqtradeorg/freqtrade:stable
+    # image: freqtradeorg/freqtrade:develop
+    # Use plotting image
+    # image: freqtradeorg/freqtrade:develop_plot
+    # Build step - only needed when additional dependencies are needed
+    # build:
+    #   context: .
+    #   dockerfile: "./docker/Dockerfile.custom"
+    restart: always
+    container_name: freqtrade1
+    volumes:
+      - "./user_data:/freqtrade/user_data"
+    # Expose api on port 8080 (localhost only)
+    # Please read the https://www.freqtrade.io/en/latest/rest-api/ documentation
+    # before enabling this.
+     ports:
+     - "127.0.0.1:8080:8080"
+    # Default command used when running `docker compose up`
+    command: >
+      trade
+      --logfile /freqtrade/user_data/logs/freqtrade1.log
+      --db-url sqlite:////freqtrade/user_data/tradesv3_freqtrade1.sqlite
+      --config /freqtrade/user_data/config.json
+      --config /freqtrade/user_data/config.freqtrade1.json
+      --strategy SampleStrategy
+  
+  freqtrade2:
+    image: freqtradeorg/freqtrade:stable
+    # image: freqtradeorg/freqtrade:develop
+    # Use plotting image
+    # image: freqtradeorg/freqtrade:develop_plot
+    # Build step - only needed when additional dependencies are needed
+    # build:
+    #   context: .
+    #   dockerfile: "./docker/Dockerfile.custom"
+    restart: always
+    container_name: freqtrade2
+    volumes:
+      - "./user_data:/freqtrade/user_data"
+    # Expose api on port 8080 (localhost only)
+    # Please read the https://www.freqtrade.io/en/latest/rest-api/ documentation
+    # before enabling this.
+    ports:
+      - "127.0.0.1:8081:8080"
+    # Default command used when running `docker compose up`
+    command: >
+      trade
+      --logfile /freqtrade/user_data/logs/freqtrade2.log
+      --db-url sqlite:////freqtrade/user_data/tradesv3_freqtrade2.sqlite
+      --config /freqtrade/user_data/config.json
+      --config /freqtrade/user_data/config.freqtrade2.json
+      --strategy SampleStrategy
+
+```
+You can use whatever naming convention you want, freqtrade1 and 2 are arbitrary. Note, that you will need to use different database files, port mappings and telegram configurations for each instance, as mentioned above. 
+
+
 ## Configure the bot running as a systemd service
 
 Copy the `freqtrade.service` file to your systemd user directory (usually `~/.config/systemd/user`) and update `WorkingDirectory` and `ExecStart` to match your setup.

docs/assets/ccxt-logo.svg

@@ -0,0 +1,3 @@
+<?xml version="1.0" encoding="UTF-8" standalone="no"?>
+<!DOCTYPE svg PUBLIC "-//W3C//DTD SVG 1.1//EN" "http://www.w3.org/Graphics/SVG/1.1/DTD/svg11.dtd">
+<svg version="1.1" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink" preserveAspectRatio="xMidYMid meet" viewBox="0 0 90 90" width="100" height="100"><defs><path d="M0 90L0 0L90 0L90 90L0 90ZM50 60L60 60L60 80L70 80L70 60L80 60L80 50L50 50L50 60ZM30 80L40 80L40 70L30 70L30 80ZM30 60L20 60L20 70L10 70L10 80L20 80L20 70L30 70L30 60L40 60L40 50L30 50L30 60ZM10 60L20 60L20 50L10 50L10 60ZM10 40L40 40L40 30L20 30L20 20L40 20L40 10L10 10L10 40ZM50 40L80 40L80 30L60 30L60 20L80 20L80 10L50 10L50 40Z" id="c6g67PWSoP"></path></defs><g><g><g><use xlink:href="#c6g67PWSoP" opacity="1" fill="#000000" fill-opacity="1"></use></g></g></g></svg>

docs/backtesting.md

@@ -5,57 +5,177 @@ This page explains how to validate your strategy performance by using Backtestin
 Backtesting requires historic data to be available.
 To learn how to get data for the pairs and exchange you're interested in, head over to the [Data Downloading](data-download.md) section of the documentation.
 
+## Backtesting command reference
+
+```
+usage: freqtrade backtesting [-h] [-v] [--logfile FILE] [-V] [-c PATH]
+                             [-d PATH] [--userdir PATH] [-s NAME]
+                             [--strategy-path PATH] [-i TIMEFRAME]
+                             [--timerange TIMERANGE]
+                             [--data-format-ohlcv {json,jsongz,hdf5}]
+                             [--max-open-trades INT]
+                             [--stake-amount STAKE_AMOUNT] [--fee FLOAT]
+                             [-p PAIRS [PAIRS ...]] [--eps] [--dmmp]
+                             [--enable-protections]
+                             [--dry-run-wallet DRY_RUN_WALLET]
+                             [--timeframe-detail TIMEFRAME_DETAIL]
+                             [--strategy-list STRATEGY_LIST [STRATEGY_LIST ...]]
+                             [--export {none,trades}] [--export-filename PATH]
+                             [--breakdown {day,week,month} [{day,week,month} ...]]
+
+optional arguments:
+  -h, --help            show this help message and exit
+  -i TIMEFRAME, --timeframe TIMEFRAME, --ticker-interval TIMEFRAME
+                        Specify timeframe (`1m`, `5m`, `30m`, `1h`, `1d`).
+  --timerange TIMERANGE
+                        Specify what timerange of data to use.
+  --data-format-ohlcv {json,jsongz,hdf5}
+                        Storage format for downloaded candle (OHLCV) data.
+                        (default: `json`).
+  --max-open-trades INT
+                        Override the value of the `max_open_trades`
+                        configuration setting.
+  --stake-amount STAKE_AMOUNT
+                        Override the value of the `stake_amount` configuration
+                        setting.
+  --fee FLOAT           Specify fee ratio. Will be applied twice (on trade
+                        entry and exit).
+  -p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
+                        Limit command to these pairs. Pairs are space-
+                        separated.
+  --eps, --enable-position-stacking
+                        Allow buying the same pair multiple times (position
+                        stacking).
+  --dmmp, --disable-max-market-positions
+                        Disable applying `max_open_trades` during backtest
+                        (same as setting `max_open_trades` to a very high
+                        number).
+  --enable-protections, --enableprotections
+                        Enable protections for backtesting.Will slow
+                        backtesting down by a considerable amount, but will
+                        include configured protections
+  --dry-run-wallet DRY_RUN_WALLET, --starting-balance DRY_RUN_WALLET
+                        Starting balance, used for backtesting / hyperopt and
+                        dry-runs.
+  --timeframe-detail TIMEFRAME_DETAIL
+                        Specify detail timeframe for backtesting (`1m`, `5m`,
+                        `30m`, `1h`, `1d`).
+  --strategy-list STRATEGY_LIST [STRATEGY_LIST ...]
+                        Provide a space-separated list of strategies to
+                        backtest. Please note that ticker-interval needs to be
+                        set either in config or via command line. When using
+                        this together with `--export trades`, the strategy-
+                        name is injected into the filename (so `backtest-
+                        data.json` becomes `backtest-data-SampleStrategy.json`
+  --export {none,trades}
+                        Export backtest results (default: trades).
+  --export-filename PATH
+                        Save backtest results to the file with this filename.
+                        Requires `--export` to be set as well. Example:
+                        `--export-filename=user_data/backtest_results/backtest
+                        _today.json`
+  --breakdown {day,week,month} [{day,week,month} ...]
+                        Show backtesting breakdown per [day, week, month].
+
+Common arguments:
+  -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
+  --logfile FILE        Log to the file specified. Special values are:
+                        'syslog', 'journald'. See the documentation for more
+                        details.
+  -V, --version         show program's version number and exit
+  -c PATH, --config PATH
+                        Specify configuration file (default:
+                        `userdir/config.json` or `config.json` whichever
+                        exists). Multiple --config options may be used. Can be
+                        set to `-` to read config from stdin.
+  -d PATH, --datadir PATH
+                        Path to directory with historical backtesting data.
+  --userdir PATH, --user-data-dir PATH
+                        Path to userdata directory.
+
+Strategy arguments:
+  -s NAME, --strategy NAME
+                        Specify strategy class name which will be used by the
+                        bot.
+  --strategy-path PATH  Specify additional strategy lookup path.
+
+```
+
 ## Test your strategy with Backtesting
 
 Now you have good Buy and Sell strategies and some historic data, you want to test it against
-real data. This is what we call
-[backtesting](https://en.wikipedia.org/wiki/Backtesting).
+real data. This is what we call [backtesting](https://en.wikipedia.org/wiki/Backtesting).
 
-Backtesting will use the crypto-currencies (pairs) from your config file and load historical candle (OHCLV) data from `user_data/data/<exchange>` by default.
+Backtesting will use the crypto-currencies (pairs) from your config file and load historical candle (OHLCV) data from `user_data/data/<exchange>` by default.
 If no data is available for the exchange / pair / timeframe combination, backtesting will ask you to download them first using `freqtrade download-data`.
 For details on downloading, please refer to the [Data Downloading](data-download.md) section in the documentation.
 
 The result of backtesting will confirm if your bot has better odds of making a profit than a loss.
 
+All profit calculations include fees, and freqtrade will use the exchange's default fees for the calculation.
+
 !!! Warning "Using dynamic pairlists for backtesting"
     Using dynamic pairlists is possible, however it relies on the current market conditions - which will not reflect the historic status of the pairlist.
-    Also, when using pairlists other than StaticPairlist, reproducability of backtesting-results cannot be guaranteed.
-    Please read the [pairlists documentation](configuration.md#pairlists) for more information.
+    Also, when using pairlists other than StaticPairlist, reproducibility of backtesting-results cannot be guaranteed.
+    Please read the [pairlists documentation](plugins.md#pairlists) for more information.
 
     To achieve reproducible results, best generate a pairlist via the [`test-pairlist`](utils.md#test-pairlist) command and use that as static pairlist.
 
-### Run a backtesting against the currencies listed in your config file
+!!! Note
+    By default, Freqtrade will export backtesting results to `user_data/backtest_results`.
+    The exported trades can be used for [further analysis](#further-backtest-result-analysis) or can be used by the [plotting sub-command](plotting.md#plot-price-and-indicators) (`freqtrade plot-dataframe`) in the scripts directory.
 
-#### With 5 min candle (OHLCV) data (per default)
+
+### Starting balance
+
+Backtesting will require a starting balance, which can be provided as `--dry-run-wallet <balance>` or `--starting-balance <balance>` command line argument, or via `dry_run_wallet` configuration setting.
+This amount must be higher than `stake_amount`, otherwise the bot will not be able to simulate any trade.
+
+### Dynamic stake amount
+
+Backtesting supports [dynamic stake amount](configuration.md#dynamic-stake-amount) by configuring `stake_amount` as `"unlimited"`, which will split the starting balance into `max_open_trades` pieces.
+Profits from early trades will result in subsequent higher stake amounts, resulting in compounding of profits over the backtesting period.
+
+### Example backtesting commands
+
+With 5 min candle (OHLCV) data (per default)
 
 ```bash
-freqtrade backtesting
+freqtrade backtesting --strategy AwesomeStrategy
 ```
 
-#### With 1 min candle (OHLCV) data
+Where `--strategy AwesomeStrategy` / `-s AwesomeStrategy` refers to the class name of the strategy, which is within a python file in the `user_data/strategies` directory.
+
+---
+
+With 1 min candle (OHLCV) data
 
 ```bash
-freqtrade backtesting --timeframe 1m
+freqtrade backtesting --strategy AwesomeStrategy --timeframe 1m
 ```
 
-#### Using a different on-disk historical candle (OHLCV) data source
+---
+
+Providing a custom starting balance of 1000 (in stake currency)
+
+```bash
+freqtrade backtesting --strategy AwesomeStrategy --dry-run-wallet 1000
+```
+
+---
+
+Using a different on-disk historical candle (OHLCV) data source
 
 Assume you downloaded the history data from the Bittrex exchange and kept it in the `user_data/data/bittrex-20180101` directory. 
 You can then use this data for backtesting as follows:
 
 ```bash
-freqtrade --datadir user_data/data/bittrex-20180101 backtesting
+freqtrade backtesting --strategy AwesomeStrategy --datadir user_data/data/bittrex-20180101 
 ```
 
-#### With a (custom) strategy file
+---
 
-```bash
-freqtrade backtesting -s SampleStrategy
-```
-
-Where `-s SampleStrategy` refers to the class name within the strategy file `sample_strategy.py` found in the `freqtrade/user_data/strategies` directory.
-
-#### Comparing multiple Strategies
+Comparing multiple Strategies
 
 ```bash
 freqtrade backtesting --strategy-list SampleStrategy1 AwesomeStrategy --timeframe 5m
@@ -63,23 +183,29 @@ freqtrade backtesting --strategy-list SampleStrategy1 AwesomeStrategy --timefram
 
 Where `SampleStrategy1` and `AwesomeStrategy` refer to class names of strategies.
 
-#### Exporting trades to file
+---
+
+Prevent exporting trades to file
 
 ```bash
-freqtrade backtesting --export trades --config config.json --strategy SampleStrategy
+freqtrade backtesting --strategy backtesting --export none --config config.json 
 ```
 
-The exported trades can be used for [further analysis](#further-backtest-result-analysis), or can be used by the plotting script `plot_dataframe.py` in the scripts directory.
+Only use this if you're sure you'll not want to plot or analyze your results further.
 
-#### Exporting trades to file specifying a custom filename
+---
+
+Exporting trades to file specifying a custom filename
 
 ```bash
-freqtrade backtesting --export trades --export-filename=backtest_samplestrategy.json
+freqtrade backtesting --strategy backtesting --export trades --export-filename=backtest_samplestrategy.json
 ```
 
 Please also read about the [strategy startup period](strategy-customization.md#strategy-startup-period).
 
-#### Supplying custom fee value
+---
+
+Supplying custom fee value
 
 Sometimes your account has certain fee rebates (fee reductions starting with a certain account size or monthly volume), which are not visible to ccxt.
 To account for this in backtesting, you can use the `--fee` command line option to supply this value to backtesting.
@@ -94,26 +220,26 @@ freqtrade backtesting --fee 0.001
 !!! Note
     Only supply this option (or the corresponding configuration parameter) if you want to experiment with different fee values. By default, Backtesting fetches the default fee from the exchange pair/market info.
 
-#### Running backtest with smaller testset by using timerange
+---
 
-Use the `--timerange` argument to change how much of the testset you want to use.
+Running backtest with smaller test-set by using timerange
 
+Use the `--timerange` argument to change how much of the test-set you want to use.
 
-For example, running backtesting with the `--timerange=20190501-` option will use all available data starting with May 1st, 2019 from your inputdata.
+For example, running backtesting with the `--timerange=20190501-` option will use all available data starting with May 1st, 2019 from your input data.
 
 ```bash
 freqtrade backtesting --timerange=20190501-
 ```
 
-You can also specify particular dates or a range span indexed by start and stop.
+You can also specify particular date ranges.
 
 The full timerange specification:
 
-- Use tickframes till 2018/01/31: `--timerange=-20180131`
-- Use tickframes since 2018/01/31: `--timerange=20180131-`
-- Use tickframes since 2018/01/31 till 2018/03/01 : `--timerange=20180131-20180301`
-- Use tickframes between POSIX timestamps 1527595200 1527618600:
-                                                `--timerange=1527595200-1527618600`
+- Use data until 2018/01/31: `--timerange=-20180131`
+- Use data since 2018/01/31: `--timerange=20180131-`
+- Use data since 2018/01/31 till 2018/03/01 : `--timerange=20180131-20180301`
+- Use data between POSIX / epoch timestamps 1527595200 1527618600: `--timerange=1527595200-1527618600`
 
 ## Understand the backtesting result
 
@@ -122,29 +248,29 @@ The most important in the backtesting is to understand the result.
 A backtesting result will look like that:
 
 ```
-========================================================= BACKTESTING REPORT ========================================================
-| Pair     |   Buys |   Avg Profit % |   Cum Profit % |   Tot Profit BTC |   Tot Profit % | Avg Duration   |  Wins |  Draws |  Losses |
-|:---------|-------:|---------------:|---------------:|-----------------:|---------------:|:---------------|------:|-------:|--------:|
-| ADA/BTC  |     35 |          -0.11 |          -3.88 |      -0.00019428 |          -1.94 | 4:35:00        |    14 |      0 |      21 |
-| ARK/BTC  |     11 |          -0.41 |          -4.52 |      -0.00022647 |          -2.26 | 2:03:00        |     3 |      0 |       8 |
-| BTS/BTC  |     32 |           0.31 |           9.78 |       0.00048938 |           4.89 | 5:05:00        |    18 |      0 |      14 |
-| DASH/BTC |     13 |          -0.08 |          -1.07 |      -0.00005343 |          -0.53 | 4:39:00        |     6 |      0 |       7 |
-| ENG/BTC  |     18 |           1.36 |          24.54 |       0.00122807 |          12.27 | 2:50:00        |     8 |      0 |      10 |
-| EOS/BTC  |     36 |           0.08 |           3.06 |       0.00015304 |           1.53 | 3:34:00        |    16 |      0 |      20 |
-| ETC/BTC  |     26 |           0.37 |           9.51 |       0.00047576 |           4.75 | 6:14:00        |    11 |      0 |      15 |
-| ETH/BTC  |     33 |           0.30 |           9.96 |       0.00049856 |           4.98 | 7:31:00        |    16 |      0 |      17 |
-| IOTA/BTC |     32 |           0.03 |           1.09 |       0.00005444 |           0.54 | 3:12:00        |    14 |      0 |      18 |
-| LSK/BTC  |     15 |           1.75 |          26.26 |       0.00131413 |          13.13 | 2:58:00        |     6 |      0 |       9 |
-| LTC/BTC  |     32 |          -0.04 |          -1.38 |      -0.00006886 |          -0.69 | 4:49:00        |    11 |      0 |      21 |
-| NANO/BTC |     17 |           1.26 |          21.39 |       0.00107058 |          10.70 | 1:55:00        |    10 |      0 |       7 |
-| NEO/BTC  |     23 |           0.82 |          18.97 |       0.00094936 |           9.48 | 2:59:00        |    10 |      0 |      13 |
-| REQ/BTC  |      9 |           1.17 |          10.54 |       0.00052734 |           5.27 | 3:47:00        |     4 |      0 |       5 |
-| XLM/BTC  |     16 |           1.22 |          19.54 |       0.00097800 |           9.77 | 3:15:00        |     7 |      0 |       9 |
-| XMR/BTC  |     23 |          -0.18 |          -4.13 |      -0.00020696 |          -2.07 | 5:30:00        |    12 |      0 |      11 |
-| XRP/BTC  |     35 |           0.66 |          22.96 |       0.00114897 |          11.48 | 3:49:00        |    12 |      0 |      23 |
-| ZEC/BTC  |     22 |          -0.46 |         -10.18 |      -0.00050971 |          -5.09 | 2:22:00        |     7 |      0 |      15 |
-| TOTAL    |    429 |           0.36 |         152.41 |       0.00762792 |          76.20 | 4:12:00        |   186 |      0 |     243 |
-========================================================= SELL REASON STATS =========================================================
+========================================================= BACKTESTING REPORT ==========================================================
+| Pair     |   Buys |   Avg Profit % |   Cum Profit % |   Tot Profit BTC |   Tot Profit % | Avg Duration |  Wins Draws Loss   Win%  |
+|:---------|-------:|---------------:|---------------:|-----------------:|---------------:|:-------------|-------------------------:|
+| ADA/BTC  |     35 |          -0.11 |          -3.88 |      -0.00019428 |          -1.94 | 4:35:00      |    14     0    21   40.0 |
+| ARK/BTC  |     11 |          -0.41 |          -4.52 |      -0.00022647 |          -2.26 | 2:03:00      |     3     0     8   27.3 |
+| BTS/BTC  |     32 |           0.31 |           9.78 |       0.00048938 |           4.89 | 5:05:00      |    18     0    14   56.2 |
+| DASH/BTC |     13 |          -0.08 |          -1.07 |      -0.00005343 |          -0.53 | 4:39:00      |     6     0     7   46.2 |
+| ENG/BTC  |     18 |           1.36 |          24.54 |       0.00122807 |          12.27 | 2:50:00      |     8     0    10   44.4 |
+| EOS/BTC  |     36 |           0.08 |           3.06 |       0.00015304 |           1.53 | 3:34:00      |    16     0    20   44.4 |
+| ETC/BTC  |     26 |           0.37 |           9.51 |       0.00047576 |           4.75 | 6:14:00      |    11     0    15   42.3 |
+| ETH/BTC  |     33 |           0.30 |           9.96 |       0.00049856 |           4.98 | 7:31:00      |    16     0    17   48.5 |
+| IOTA/BTC |     32 |           0.03 |           1.09 |       0.00005444 |           0.54 | 3:12:00      |    14     0    18   43.8 |
+| LSK/BTC  |     15 |           1.75 |          26.26 |       0.00131413 |          13.13 | 2:58:00      |     6     0     9   40.0 |
+| LTC/BTC  |     32 |          -0.04 |          -1.38 |      -0.00006886 |          -0.69 | 4:49:00      |    11     0    21   34.4 |
+| NANO/BTC |     17 |           1.26 |          21.39 |       0.00107058 |          10.70 | 1:55:00      |    10     0     7   58.5 |
+| NEO/BTC  |     23 |           0.82 |          18.97 |       0.00094936 |           9.48 | 2:59:00      |    10     0    13   43.5 |
+| REQ/BTC  |      9 |           1.17 |          10.54 |       0.00052734 |           5.27 | 3:47:00      |     4     0     5   44.4 |
+| XLM/BTC  |     16 |           1.22 |          19.54 |       0.00097800 |           9.77 | 3:15:00      |     7     0     9   43.8 |
+| XMR/BTC  |     23 |          -0.18 |          -4.13 |      -0.00020696 |          -2.07 | 5:30:00      |    12     0    11   52.2 |
+| XRP/BTC  |     35 |           0.66 |          22.96 |       0.00114897 |          11.48 | 3:49:00      |    12     0    23   34.3 |
+| ZEC/BTC  |     22 |          -0.46 |         -10.18 |      -0.00050971 |          -5.09 | 2:22:00      |     7     0    15   31.8 |
+| TOTAL    |    429 |           0.36 |         152.41 |       0.00762792 |          76.20 | 4:12:00      |   186     0   243   43.4 |
+========================================================= SELL REASON STATS ==========================================================
 | Sell Reason        |   Sells |  Wins |  Draws |  Losses |
 |:-------------------|--------:|------:|-------:|--------:|
 | trailing_stop_loss |     205 |   150 |      0 |      55 |
@@ -152,27 +278,44 @@ A backtesting result will look like that:
 | sell_signal        |      56 |    36 |      0 |      20 |
 | force_sell         |       2 |     0 |      0 |       2 |
 ====================================================== LEFT OPEN TRADES REPORT ======================================================
-| Pair     |   Buys |   Avg Profit % |   Cum Profit % |   Tot Profit BTC |   Tot Profit % | Avg Duration   |  Wins |  Draws |  Losses |
-|:---------|-------:|---------------:|---------------:|-----------------:|---------------:|:---------------|------:|-------:|--------:|
-| ADA/BTC  |      1 |           0.89 |           0.89 |       0.00004434 |           0.44 | 6:00:00        |     1 |      0 |       0 |
-| LTC/BTC  |      1 |           0.68 |           0.68 |       0.00003421 |           0.34 | 2:00:00        |     1 |      0 |       0 |
-| TOTAL    |      2 |           0.78 |           1.57 |       0.00007855 |           0.78 | 4:00:00        |     2 |      0 |       0 |
+| Pair     |   Buys |   Avg Profit % |   Cum Profit % |   Tot Profit BTC |   Tot Profit % | Avg Duration   |  Win Draw Loss Win% |
+|:---------|-------:|---------------:|---------------:|-----------------:|---------------:|:---------------|--------------------:|
+| ADA/BTC  |      1 |           0.89 |           0.89 |       0.00004434 |           0.44 | 6:00:00        |    1    0    0  100 |
+| LTC/BTC  |      1 |           0.68 |           0.68 |       0.00003421 |           0.34 | 2:00:00        |    1    0    0  100 |
+| TOTAL    |      2 |           0.78 |           1.57 |       0.00007855 |           0.78 | 4:00:00        |    2    0    0  100 |
 =============== SUMMARY METRICS ===============
 | Metric                | Value               |
 |-----------------------+---------------------|
 | Backtesting from      | 2019-01-01 00:00:00 |
 | Backtesting to        | 2019-05-01 00:00:00 |
-| Total trades          | 429                 |
-| First trade           | 2019-01-01 18:30:00 |
-| First trade Pair      | EOS/USDT            |
-| Total Profit %        | 152.41%             |
+| Max open trades       | 3                   |
+|                       |                     |
+| Total/Daily Avg Trades| 429 / 3.575         |
+| Starting balance      | 0.01000000 BTC      |
+| Final balance         | 0.01762792 BTC      |
+| Absolute profit       | 0.00762792 BTC      |
+| Total profit %        | 76.2%               |
 | Trades per day        | 3.575               |
-| Best day              | 25.27%              |
-| Worst day             | -30.67%             |
+| Avg. stake amount     | 0.001      BTC      |
+| Total trade volume    | 0.429      BTC      |
+|                       |                     |
+| Best Pair             | LSK/BTC 26.26%      |
+| Worst Pair            | ZEC/BTC -10.18%     |
+| Best Trade            | LSK/BTC 4.25%       |
+| Worst Trade           | ZEC/BTC -10.25%     |
+| Best day              | 0.00076 BTC         |
+| Worst day             | -0.00036 BTC        |
+| Days win/draw/lose    | 12 / 82 / 25        |
 | Avg. Duration Winners | 4:23:00             |
 | Avg. Duration Loser   | 6:55:00             |
+| Rejected Buy signals  | 3089                |
 |                       |                     |
-| Max Drawdown          | 50.63%              |
+| Min balance           | 0.00945123 BTC      |
+| Max balance           | 0.01846651 BTC      |
+| Drawdown              | 50.63%              |
+| Drawdown              | 0.0015 BTC          |
+| Drawdown high         | 0.0013 BTC          |
+| Drawdown low          | -0.0002 BTC         |
 | Drawdown Start        | 2019-02-15 14:10:00 |
 | Drawdown End          | 2019-04-11 18:15:00 |
 | Market change         | -5.88%              |
@@ -187,15 +330,15 @@ The last line will give you the overall performance of your strategy,
 here:
 
 ```
-| TOTAL    |         429 |           0.36 |         152.41 |       0.00762792 |          76.20 | 4:12:00        |      186 |    243 |
+| TOTAL    |    429 |           0.36 |         152.41 |       0.00762792 |          76.20 | 4:12:00      |   186     0   243   43.4 |
 ```
 
 The bot has made `429` trades for an average duration of `4:12:00`, with a performance of `76.20%` (profit), that means it has
 earned a total of `0.00762792 BTC` starting with a capital of 0.01 BTC.
 
-The column `avg profit %` shows the average profit for all trades made while the column `cum profit %` sums up all the profits/losses.
-The column `tot profit %` shows instead the total profit % in relation to allocated capital (`max_open_trades * stake_amount`).
-In the above results we have `max_open_trades=2` and `stake_amount=0.005` in config  so `tot_profit %` will be `(76.20/100) * (0.005 * 2) =~ 0.00762792 BTC`.
+The column `Avg Profit %` shows the average profit for all trades made while the column `Cum Profit %` sums up all the profits/losses.
+The column `Tot Profit %` shows instead the total profit % in relation to the starting balance.
+In the above results, we have a starting balance of 0.01 BTC and an absolute profit of 0.00762792 BTC - so the `Tot Profit %` will be `(0.00762792 / 0.01) * 100 ~= 76.2%`.
 
 Your strategy performance is influenced by your buy strategy, your sell strategy, and also by the `minimal_roi` and `stop_loss` you have set.
 
@@ -233,17 +376,33 @@ It contains some useful key metrics about performance of your strategy on backte
 |-----------------------+---------------------|
 | Backtesting from      | 2019-01-01 00:00:00 |
 | Backtesting to        | 2019-05-01 00:00:00 |
-| Total trades          | 429                 |
-| First trade           | 2019-01-01 18:30:00 |
-| First trade Pair      | EOS/USDT            |
-| Total Profit %        | 152.41%             |
-| Trades per day        | 3.575               |
-| Best day              | 25.27%              |
-| Worst day             | -30.67%             |
+| Max open trades       | 3                   |
+|                       |                     |
+| Total/Daily Avg Trades| 429 / 3.575         |
+| Starting balance      | 0.01000000 BTC      |
+| Final balance         | 0.01762792 BTC      |
+| Absolute profit       | 0.00762792 BTC      |
+| Total profit %        | 76.2%               |
+| Avg. stake amount     | 0.001      BTC      |
+| Total trade volume    | 0.429      BTC      |
+|                       |                     |
+| Best Pair             | LSK/BTC 26.26%      |
+| Worst Pair            | ZEC/BTC -10.18%     |
+| Best Trade            | LSK/BTC 4.25%       |
+| Worst Trade           | ZEC/BTC -10.25%     |
+| Best day              | 0.00076 BTC         |
+| Worst day             | -0.00036 BTC        |
+| Days win/draw/lose    | 12 / 82 / 25        |
 | Avg. Duration Winners | 4:23:00             |
 | Avg. Duration Loser   | 6:55:00             |
+| Rejected Buy signals  | 3089                |
 |                       |                     |
-| Max Drawdown          | 50.63%              |
+| Min balance           | 0.00945123 BTC      |
+| Max balance           | 0.01846651 BTC      |
+| Drawdown              | 50.63%              |
+| Drawdown              | 0.0015 BTC          |
+| Drawdown high         | 0.0013 BTC          |
+| Drawdown low          | -0.0002 BTC         |
 | Drawdown Start        | 2019-02-15 14:10:00 |
 | Drawdown End          | 2019-04-11 18:15:00 |
 | Market change         | -5.88%              |
@@ -251,45 +410,112 @@ It contains some useful key metrics about performance of your strategy on backte
 
 ```
 
-- `Total trades`: Identical to the total trades of the backtest output table.
-- `First trade`: First trade entered.
-- `First trade pair`: Which pair was part of the first trade.
 - `Backtesting from` / `Backtesting to`: Backtesting range (usually defined with the `--timerange` option).
-- `Total Profit %`: Total profit per stake amount. Aligned to the TOTAL column of the first table.
-- `Trades per day`: Total trades divided by the backtesting duration in days (this will give you information about how many trades to expect from the strategy).
+- `Max open trades`: Setting of `max_open_trades` (or `--max-open-trades`) - or number of pairs in the pairlist (whatever is lower).
+- `Total/Daily Avg Trades`: Identical to the total trades of the backtest output table / Total trades divided by the backtesting duration in days (this will give you information about how many trades to expect from the strategy).
+- `Starting balance`: Start balance - as given by dry-run-wallet (config or command line).
+- `Final balance`: Final balance - starting balance + absolute profit.
+- `Absolute profit`: Profit made in stake currency.
+- `Total profit %`: Total profit. Aligned to the `TOTAL` row's `Tot Profit %` from the first table. Calculated as `(End capital − Starting capital) / Starting capital`.
+- `Avg. stake amount`: Average stake amount, either `stake_amount` or the average when using dynamic stake amount.
+- `Total trade volume`: Volume generated on the exchange to reach the above profit.
+- `Best Pair` / `Worst Pair`: Best and worst performing pair, and it's corresponding `Cum Profit %`.
+- `Best Trade` / `Worst Trade`: Biggest single winning trade and biggest single losing trade.
 - `Best day` / `Worst day`: Best and worst day based on daily profit.
+- `Days win/draw/lose`: Winning / Losing days (draws are usually days without closed trade).
 - `Avg. Duration Winners` / `Avg. Duration Loser`: Average durations for winning and losing trades.
-- `Max Drawdown`: Maximum drawdown experienced. For example, the value of 50% means that from highest to subsequent lowest point, a 50% drop was experienced).
-- `Drawdown Start` / `Drawdown End`: Start and end datetimes for this largest drawdown (can also be visualized via the `plot-dataframe` sub-command).
+- `Rejected Buy signals`: Buy signals that could not be acted upon due to max_open_trades being reached.
+- `Min balance` / `Max balance`: Lowest and Highest Wallet balance during the backtest period.
+- `Drawdown`: Maximum drawdown experienced. For example, the value of 50% means that from highest to subsequent lowest point, a 50% drop was experienced).
+- `Drawdown high` / `Drawdown low`: Profit at the beginning and end of the largest drawdown period. A negative low value means initial capital lost.
+- `Drawdown Start` / `Drawdown End`: Start and end datetime for this largest drawdown (can also be visualized via the `plot-dataframe` sub-command).
 - `Market change`: Change of the market during the backtest period. Calculated as average of all pairs changes from the first to the last candle using the "close" column.
 
-### Assumptions made by backtesting
+### Daily / Weekly / Monthly breakdown
+
+You can get an overview over daily / weekly or monthly results by using the `--breakdown <>` switch.
+
+To visualize daily and weekly breakdowns, you can use the following:
+
+``` bash
+freqtrade backtesting --strategy MyAwesomeStrategy --breakdown day month
+```
+
+``` output
+======================== DAY BREAKDOWN =========================
+|        Day |   Tot Profit USDT |   Wins |   Draws |   Losses |
+|------------+-------------------+--------+---------+----------|
+| 03/07/2021 |           200.0   |      2 |       0 |        0 |
+| 04/07/2021 |           -50.31  |      0 |       0 |        2 |
+| 05/07/2021 |           220.611 |      3 |       2 |        0 |
+| 06/07/2021 |           150.974 |      3 |       0 |        2 |
+| 07/07/2021 |           -70.193 |      1 |       0 |        2 |
+| 08/07/2021 |           212.413 |      2 |       0 |        3 |
+
+```
+
+The output will show a table containing the realized absolute Profit (in stake currency) for the given timeperiod, as well as wins, draws and losses that materialized (closed) on this day.
+
+### Further backtest-result analysis
+
+To further analyze your backtest results, you can [export the trades](#exporting-trades-to-file).
+You can then load the trades to perform further analysis as shown in our [data analysis](data-analysis.md#backtesting) backtesting section.
+
+## Assumptions made by backtesting
 
 Since backtesting lacks some detailed information about what happens within a candle, it needs to take a few assumptions:
 
 - Buys happen at open-price
-- Sell signal sells happen at open-price of the following candle
-- Low happens before high for stoploss, protecting capital first
+- All orders are filled at the requested price (no slippage, no unfilled orders)
+- Sell-signal sells happen at open-price of the consecutive candle
+- Sell-signal is favored over Stoploss, because sell-signals are assumed to trigger on candle's open
 - ROI
   - sells are compared to high - but the ROI value is used (e.g. ROI = 2%, high=5% - so the sell will be at 2%)
   - sells are never "below the candle", so a ROI of 2% may result in a sell at 2.4% if low was at 2.4% profit
   - Forcesells caused by `<N>=-1` ROI entries use low as sell value, unless N falls on the candle open (e.g. `120: -1` for 1h candles)
-- Stoploss sells happen exactly at stoploss price, even if low was lower
+- Stoploss sells happen exactly at stoploss price, even if low was lower, but the loss will be `2 * fees` higher than the stoploss price
+- Stoploss is evaluated before ROI within one candle. So you can often see more trades with the `stoploss` sell reason comparing to the results obtained with the same strategy in the Dry Run/Live Trade modes
+- Low happens before high for stoploss, protecting capital first
 - Trailing stoploss
+  - Trailing Stoploss is only adjusted if it's below the candle's low (otherwise it would be triggered)
   - High happens first - adjusting stoploss
   - Low uses the adjusted stoploss (so sells with large high-low difference are backtested correctly)
+  - ROI applies before trailing-stop, ensuring profits are "top-capped" at ROI if both ROI and trailing stop applies
 - Sell-reason does not explain if a trade was positive or negative, just what triggered the sell (this can look odd if negative ROI values are used)
-- Stoploss (and trailing stoploss) is evaluated before ROI within one candle. So you can often see more trades with the `stoploss` and/or `trailing_stop` sell reason comparing to the results obtained with the same strategy in the Dry Run/Live Trade modes.
+- Evaluation sequence (if multiple signals happen on the same candle)
+  - ROI (if not stoploss)
+  - Sell-signal
+  - Stoploss
 
 Taking these assumptions, backtesting tries to mirror real trading as closely as possible. However, backtesting will **never** replace running a strategy in dry-run mode.
 Also, keep in mind that past results don't guarantee future success.
 
 In addition to the above assumptions, strategy authors should carefully read the [Common Mistakes](strategy-customization.md#common-mistakes-when-developing-strategies) section, to avoid using data in backtesting which is not available in real market conditions.
 
-### Further backtest-result analysis
+### Improved backtest accuracy
 
-To further analyze your backtest results, you can [export the trades](#exporting-trades-to-file).
-You can then load the trades to perform further analysis as shown in our [data analysis](data-analysis.md#backtesting) backtesting section.
+One big limitation of backtesting is it's inability to know how prices moved intra-candle (was high before close, or viceversa?).
+So assuming you run backtesting with a 1h timeframe, there will be 4 prices for that candle (Open, High, Low, Close).
+
+While backtesting does take some assumptions (read above) about this - this can never be perfect, and will always be biased in one way or the other.
+To mitigate this, freqtrade can use a lower (faster) timeframe to simulate intra-candle movements.
+
+To utilize this, you can append `--timeframe-detail 5m` to your regular backtesting command.
+
+``` bash
+freqtrade backtesting --strategy AwesomeStrategy --timeframe 1h --timeframe-detail 5m
+```
+
+This will load 1h data as well as 5m data for the timeframe. The strategy will be analyzed with the 1h timeframe - and for every "open trade candle" (candles where a trade is open) the 5m data will be used to simulate intra-candle movements.
+All callback functions (`custom_sell()`, `custom_stoploss()`, ... ) will be running for each 5m candle once the trade is opened (so 12 times in the above example of 1h timeframe, and 5m detailed timeframe).
+
+`--timeframe-detail` must be smaller than the original timeframe, otherwise backtesting will fail to start.
+
+Obviously this will require more memory (5m data is bigger than 1h data), and will also impact runtime (depending on the amount of trades and trade durations).
+Also, data must be available / downloaded already.
+
+!!! Tip
+    You can use this function as the last part of strategy development, to ensure your strategy is not exploiting one of the [backtesting assumptions](#assumptions-made-by-backtesting). Strategies that perform similarly well with this mode have a good chance to perform well in dry/live modes too (although only forward-testing (dry-mode) can really confirm a strategy).
 
 ## Backtesting multiple strategies
 
@@ -309,15 +535,14 @@ There will be an additional table comparing win/losses of the different strategi
 Detailed output for all strategies one after the other will be available, so make sure to scroll up to see the details per strategy.
 
 ```
-=========================================================== STRATEGY SUMMARY ===========================================================
-| Strategy    |   Buys |   Avg Profit % |   Cum Profit % |   Tot Profit BTC |   Tot Profit % | Avg Duration   |  Wins |  Draws | Losses |
-|:------------|-------:|---------------:|---------------:|-----------------:|---------------:|:---------------|------:|-------:|-------:|
-| Strategy1   |    429 |           0.36 |         152.41 |       0.00762792 |          76.20 | 4:12:00        |   186 |      0 |    243 |
-| Strategy2   |   1487 |          -0.13 |        -197.58 |      -0.00988917 |         -98.79 | 4:43:00        |   662 |      0 |    825 |
+=========================================================== STRATEGY SUMMARY =========================================================================
+| Strategy    |   Buys |   Avg Profit % |   Cum Profit % |   Tot Profit BTC |   Tot Profit % | Avg Duration   |  Wins |  Draws | Losses | Drawdown % |
+|:------------|-------:|---------------:|---------------:|-----------------:|---------------:|:---------------|------:|-------:|-------:|-----------:|
+| Strategy1   |    429 |           0.36 |         152.41 |       0.00762792 |          76.20 | 4:12:00        |   186 |      0 |    243 |       45.2 |
+| Strategy2   |   1487 |          -0.13 |        -197.58 |      -0.00988917 |         -98.79 | 4:43:00        |   662 |      0 |    825 |     241.68 |
 ```
 
 ## Next step
 
-Great, your strategy is profitable. What if the bot can give your the
-optimal parameters to use for your strategy?
+Great, your strategy is profitable. What if the bot can give your the optimal parameters to use for your strategy?
 Your next step is to learn [how to find optimal parameters with Hyperopt](hyperopt.md)

docs/bot-basics.md

@@ -4,13 +4,14 @@ This page provides you some basic concepts on how Freqtrade works and operates.
 
 ## Freqtrade terminology
 
-* Trade: Open position.
-* Open Order: Order which is currently placed on the exchange, and is not yet complete.
-* Pair: Tradable pair, usually in the format of Quote/Base (e.g. XRP/USDT).
-* Timeframe: Candle length to use (e.g. `"5m"`, `"1h"`, ...).
-* Indicators: Technical indicators (SMA, EMA, RSI, ...).
-* Limit order: Limit orders which execute at the defined limit price or better.
-* Market order: Guaranteed to fill, may move price depending on the order size.
+* **Strategy**: Your trading strategy, telling the bot what to do.
+* **Trade**: Open position.
+* **Open Order**: Order which is currently placed on the exchange, and is not yet complete.
+* **Pair**: Tradable pair, usually in the format of Base/Quote (e.g. XRP/USDT).
+* **Timeframe**: Candle length to use (e.g. `"5m"`, `"1h"`, ...).
+* **Indicators**: Technical indicators (SMA, EMA, RSI, ...).
+* **Limit order**: Limit orders which execute at the defined limit price or better.
+* **Market order**: Guaranteed to fill, may move price depending on the order size.
 
 ## Fee handling
 
@@ -34,12 +35,13 @@ By default, loop runs every few seconds (`internals.process_throttle_secs`) and
   * Calls `check_buy_timeout()` strategy callback for open buy orders.
   * Calls `check_sell_timeout()` strategy callback for open sell orders.
 * Verifies existing positions and eventually places sell orders.
-  * Considers stoploss, ROI and sell-signal.
-  * Determine sell-price based on `ask_strategy` configuration setting.
+  * Considers stoploss, ROI and sell-signal, `custom_sell()` and `custom_stoploss()`.
+  * Determine sell-price based on `ask_strategy` configuration setting or by using the `custom_exit_price()` callback.
   * Before a sell order is placed, `confirm_trade_exit()` strategy callback is called.
 * Check if trade-slots are still available (if `max_open_trades` is reached).
 * Verifies buy signal trying to enter new positions.
-  * Determine buy-price based on `bid_strategy` configuration setting.
+  * Determine buy-price based on `bid_strategy` configuration setting, or by using the `custom_entry_price()` callback.
+  * Determine stake size by calling the `custom_stake_amount()` callback.
   * Before a buy order is placed, `confirm_trade_entry()` strategy callback is called.
 
 This loop will be repeated again and again until the bot is stopped.
@@ -49,9 +51,12 @@ This loop will be repeated again and again until the bot is stopped.
 [backtesting](backtesting.md) or [hyperopt](hyperopt.md) do only part of the above logic, since most of the trading operations are fully simulated.
 
 * Load historic data for configured pairlist.
-* Calculate indicators (calls `populate_indicators()`).
-* Calls `populate_buy_trend()` and `populate_sell_trend()`
+* Calls `bot_loop_start()` once.
+* Calculate indicators (calls `populate_indicators()` once per pair).
+* Calculate buy / sell signals (calls `populate_buy_trend()` and `populate_sell_trend()` once per pair).
 * Loops per candle simulating entry and exit points.
+  * Confirm trade buy / sell (calls `confirm_trade_entry()` and `confirm_trade_exit()` if implemented in the strategy).
+  * Call `custom_stoploss()` and `custom_sell()` to find custom exit points.
 * Generate backtest report output
 
 !!! Note

docs/bot-usage.md

@@ -12,22 +12,22 @@ This page explains the different parameters of the bot and how to run it.
 
 ```
 usage: freqtrade [-h] [-V]
-                 {trade,create-userdir,new-config,new-hyperopt,new-strategy,download-data,convert-data,convert-trade-data,backtesting,edge,hyperopt,hyperopt-list,hyperopt-show,list-exchanges,list-hyperopts,list-markets,list-pairs,list-strategies,list-timeframes,show-trades,test-pairlist,plot-dataframe,plot-profit}
+                 {trade,create-userdir,new-config,new-strategy,download-data,convert-data,convert-trade-data,list-data,backtesting,edge,hyperopt,hyperopt-list,hyperopt-show,list-exchanges,list-hyperopts,list-markets,list-pairs,list-strategies,list-timeframes,show-trades,test-pairlist,install-ui,plot-dataframe,plot-profit,webserver}
                  ...
 
 Free, open source crypto trading bot
 
 positional arguments:
-  {trade,create-userdir,new-config,new-hyperopt,new-strategy,download-data,convert-data,convert-trade-data,backtesting,edge,hyperopt,hyperopt-list,hyperopt-show,list-exchanges,list-hyperopts,list-markets,list-pairs,list-strategies,list-timeframes,show-trades,test-pairlist,plot-dataframe,plot-profit}
+  {trade,create-userdir,new-config,new-strategy,download-data,convert-data,convert-trade-data,list-data,backtesting,edge,hyperopt,hyperopt-list,hyperopt-show,list-exchanges,list-hyperopts,list-markets,list-pairs,list-strategies,list-timeframes,show-trades,test-pairlist,install-ui,plot-dataframe,plot-profit,webserver}
     trade               Trade module.
     create-userdir      Create user-data directory.
     new-config          Create new config
-    new-hyperopt        Create new hyperopt
     new-strategy        Create new strategy
     download-data       Download backtesting data.
     convert-data        Convert candle (OHLCV) data from one format to
                         another.
     convert-trade-data  Convert trade data from one format to another.
+    list-data           List downloaded data.
     backtesting         Backtesting module.
     edge                Edge module.
     hyperopt            Hyperopt module.
@@ -41,8 +41,10 @@ positional arguments:
     list-timeframes     Print available timeframes for the exchange.
     show-trades         Show trades.
     test-pairlist       Test your pairlist configuration.
+    install-ui          Install FreqUI
     plot-dataframe      Plot candles with indicators.
     plot-profit         Generate plot showing profits.
+    webserver           Webserver module.
 
 optional arguments:
   -h, --help            show this help message and exit
@@ -56,6 +58,7 @@ optional arguments:
 usage: freqtrade trade [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
                        [--userdir PATH] [-s NAME] [--strategy-path PATH]
                        [--db-url PATH] [--sd-notify] [--dry-run]
+                       [--dry-run-wallet DRY_RUN_WALLET]
 
 optional arguments:
   -h, --help            show this help message and exit
@@ -66,6 +69,9 @@ optional arguments:
   --sd-notify           Notify systemd service manager.
   --dry-run             Enforce dry-run for trading (removes Exchange secrets
                         and simulates trades).
+  --dry-run-wallet DRY_RUN_WALLET, --starting-balance DRY_RUN_WALLET
+                        Starting balance, used for backtesting / hyperopt and
+                        dry-runs.
 
 Common arguments:
   -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
@@ -205,241 +211,6 @@ in production mode. Example command:
 freqtrade trade -c config.json --db-url sqlite:///tradesv3.dry_run.sqlite
 ```
 
-## Backtesting commands
-
-Backtesting also uses the config specified via `-c/--config`.
-
-```
-usage: freqtrade backtesting [-h] [-v] [--logfile FILE] [-V] [-c PATH]
-                             [-d PATH] [--userdir PATH] [-s NAME]
-                             [--strategy-path PATH] [-i TIMEFRAME]
-                             [--timerange TIMERANGE] [--max-open-trades INT]
-                             [--stake-amount STAKE_AMOUNT] [--fee FLOAT]
-                             [--eps] [--dmmp]
-                             [--strategy-list STRATEGY_LIST [STRATEGY_LIST ...]]
-                             [--export EXPORT] [--export-filename PATH]
-
-optional arguments:
-  -h, --help            show this help message and exit
-  -i TIMEFRAME, --timeframe TIMEFRAME, --ticker-interval TIMEFRAME
-                        Specify ticker interval (`1m`, `5m`, `30m`, `1h`,
-                        `1d`).
-  --timerange TIMERANGE
-                        Specify what timerange of data to use.
-  --max-open-trades INT
-                        Override the value of the `max_open_trades`
-                        configuration setting.
-  --stake-amount STAKE_AMOUNT
-                        Override the value of the `stake_amount` configuration
-                        setting.
-  --fee FLOAT           Specify fee ratio. Will be applied twice (on trade
-                        entry and exit).
-  --eps, --enable-position-stacking
-                        Allow buying the same pair multiple times (position
-                        stacking).
-  --dmmp, --disable-max-market-positions
-                        Disable applying `max_open_trades` during backtest
-                        (same as setting `max_open_trades` to a very high
-                        number).
-  --strategy-list STRATEGY_LIST [STRATEGY_LIST ...]
-                        Provide a space-separated list of strategies to
-                        backtest. Please note that ticker-interval needs to be
-                        set either in config or via command line. When using
-                        this together with `--export trades`, the strategy-
-                        name is injected into the filename (so `backtest-
-                        data.json` becomes `backtest-data-
-                        DefaultStrategy.json`
-  --export EXPORT       Export backtest results, argument are: trades.
-                        Example: `--export=trades`
-  --export-filename PATH
-                        Save backtest results to the file with this filename.
-                        Requires `--export` to be set as well. Example:
-                        `--export-filename=user_data/backtest_results/backtest
-                        _today.json`
-
-Common arguments:
-  -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
-  --logfile FILE        Log to the file specified. Special values are:
-                        'syslog', 'journald'. See the documentation for more
-                        details.
-  -V, --version         show program's version number and exit
-  -c PATH, --config PATH
-                        Specify configuration file (default:
-                        `userdir/config.json` or `config.json` whichever
-                        exists). Multiple --config options may be used. Can be
-                        set to `-` to read config from stdin.
-  -d PATH, --datadir PATH
-                        Path to directory with historical backtesting data.
-  --userdir PATH, --user-data-dir PATH
-                        Path to userdata directory.
-
-Strategy arguments:
-  -s NAME, --strategy NAME
-                        Specify strategy class name which will be used by the
-                        bot.
-  --strategy-path PATH  Specify additional strategy lookup path.
-
-```
-
-### Getting historic data for backtesting
-
-The first time your run Backtesting, you will need to download some historic data first.
-This can be accomplished by using `freqtrade download-data`.  
-Check the corresponding [Data Downloading](data-download.md) section for more details
-
-## Hyperopt commands
-
-To optimize your strategy, you can use hyperopt parameter hyperoptimization
-to find optimal parameter values for your strategy.
-
-```
-usage: freqtrade hyperopt [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
-                          [--userdir PATH] [-s NAME] [--strategy-path PATH]
-                          [-i TIMEFRAME] [--timerange TIMERANGE]
-                          [--max-open-trades INT]
-                          [--stake-amount STAKE_AMOUNT] [--fee FLOAT]
-                          [--hyperopt NAME] [--hyperopt-path PATH] [--eps]
-                          [-e INT]
-                          [--spaces {all,buy,sell,roi,stoploss,trailing,default} [{all,buy,sell,roi,stoploss,trailing,default} ...]]
-                          [--dmmp] [--print-all] [--no-color] [--print-json]
-                          [-j JOBS] [--random-state INT] [--min-trades INT]
-                          [--hyperopt-loss NAME]
-
-optional arguments:
-  -h, --help            show this help message and exit
-  -i TIMEFRAME, --timeframe TIMEFRAME, --ticker-interval TIMEFRAME
-                        Specify ticker interval (`1m`, `5m`, `30m`, `1h`,
-                        `1d`).
-  --timerange TIMERANGE
-                        Specify what timerange of data to use.
-  --max-open-trades INT
-                        Override the value of the `max_open_trades`
-                        configuration setting.
-  --stake-amount STAKE_AMOUNT
-                        Override the value of the `stake_amount` configuration
-                        setting.
-  --fee FLOAT           Specify fee ratio. Will be applied twice (on trade
-                        entry and exit).
-  --hyperopt NAME       Specify hyperopt class name which will be used by the
-                        bot.
-  --hyperopt-path PATH  Specify additional lookup path for Hyperopt and
-                        Hyperopt Loss functions.
-  --eps, --enable-position-stacking
-                        Allow buying the same pair multiple times (position
-                        stacking).
-  -e INT, --epochs INT  Specify number of epochs (default: 100).
-  --spaces {all,buy,sell,roi,stoploss,trailing,default} [{all,buy,sell,roi,stoploss,trailing,default} ...]
-                        Specify which parameters to hyperopt. Space-separated
-                        list.
-  --dmmp, --disable-max-market-positions
-                        Disable applying `max_open_trades` during backtest
-                        (same as setting `max_open_trades` to a very high
-                        number).
-  --print-all           Print all results, not only the best ones.
-  --no-color            Disable colorization of hyperopt results. May be
-                        useful if you are redirecting output to a file.
-  --print-json          Print output in JSON format.
-  -j JOBS, --job-workers JOBS
-                        The number of concurrently running jobs for
-                        hyperoptimization (hyperopt worker processes). If -1
-                        (default), all CPUs are used, for -2, all CPUs but one
-                        are used, etc. If 1 is given, no parallel computing
-                        code is used at all.
-  --random-state INT    Set random state to some positive integer for
-                        reproducible hyperopt results.
-  --min-trades INT      Set minimal desired number of trades for evaluations
-                        in the hyperopt optimization path (default: 1).
-  --hyperopt-loss NAME  Specify the class name of the hyperopt loss function
-                        class (IHyperOptLoss). Different functions can
-                        generate completely different results, since the
-                        target for optimization is different. Built-in
-                        Hyperopt-loss-functions are: ShortTradeDurHyperOptLoss,
-                        OnlyProfitHyperOptLoss, SharpeHyperOptLoss,
-                        SharpeHyperOptLossDaily, SortinoHyperOptLoss,
-                        SortinoHyperOptLossDaily.
-
-Common arguments:
-  -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
-  --logfile FILE        Log to the file specified. Special values are:
-                        'syslog', 'journald'. See the documentation for more
-                        details.
-  -V, --version         show program's version number and exit
-  -c PATH, --config PATH
-                        Specify configuration file (default:
-                        `userdir/config.json` or `config.json` whichever
-                        exists). Multiple --config options may be used. Can be
-                        set to `-` to read config from stdin.
-  -d PATH, --datadir PATH
-                        Path to directory with historical backtesting data.
-  --userdir PATH, --user-data-dir PATH
-                        Path to userdata directory.
-
-Strategy arguments:
-  -s NAME, --strategy NAME
-                        Specify strategy class name which will be used by the
-                        bot.
-  --strategy-path PATH  Specify additional strategy lookup path.
-
-```
-
-## Edge commands
-
-To know your trade expectancy and winrate against historical data, you can use Edge.
-
-```
-usage: freqtrade edge [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
-                      [--userdir PATH] [-s NAME] [--strategy-path PATH]
-                      [-i TIMEFRAME] [--timerange TIMERANGE]
-                      [--max-open-trades INT] [--stake-amount STAKE_AMOUNT]
-                      [--fee FLOAT] [--stoplosses STOPLOSS_RANGE]
-
-optional arguments:
-  -h, --help            show this help message and exit
-  -i TIMEFRAME, --timeframe TIMEFRAME, --ticker-interval TIMEFRAME
-                        Specify ticker interval (`1m`, `5m`, `30m`, `1h`,
-                        `1d`).
-  --timerange TIMERANGE
-                        Specify what timerange of data to use.
-  --max-open-trades INT
-                        Override the value of the `max_open_trades`
-                        configuration setting.
-  --stake-amount STAKE_AMOUNT
-                        Override the value of the `stake_amount` configuration
-                        setting.
-  --fee FLOAT           Specify fee ratio. Will be applied twice (on trade
-                        entry and exit).
-  --stoplosses STOPLOSS_RANGE
-                        Defines a range of stoploss values against which edge
-                        will assess the strategy. The format is "min,max,step"
-                        (without any space). Example:
-                        `--stoplosses=-0.01,-0.1,-0.001`
-
-Common arguments:
-  -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
-  --logfile FILE        Log to the file specified. Special values are:
-                        'syslog', 'journald'. See the documentation for more
-                        details.
-  -V, --version         show program's version number and exit
-  -c PATH, --config PATH
-                        Specify configuration file (default:
-                        `userdir/config.json` or `config.json` whichever
-                        exists). Multiple --config options may be used. Can be
-                        set to `-` to read config from stdin.
-  -d PATH, --datadir PATH
-                        Path to directory with historical backtesting data.
-  --userdir PATH, --user-data-dir PATH
-                        Path to userdata directory.
-
-Strategy arguments:
-  -s NAME, --strategy NAME
-                        Specify strategy class name which will be used by the
-                        bot.
-  --strategy-path PATH  Specify additional strategy lookup path.
-
-```
-
-To understand edge and how to read the results, please read the [edge documentation](edge.md).
-
 ## Next step
 
 The optimal strategy of the bot will change with time depending of the market trends. The next step is to

docs/configuration.md

@@ -5,52 +5,82 @@ By default, these settings are configured via the configuration file (see below)
 
 ## The Freqtrade configuration file
 
-The bot uses a set of configuration parameters during its operation that all together conform the bot configuration. It normally reads its configuration from a file (Freqtrade configuration file).
+The bot uses a set of configuration parameters during its operation that all together conform to the bot configuration. It normally reads its configuration from a file (Freqtrade configuration file).
 
 Per default, the bot loads the configuration from the `config.json` file, located in the current working directory.
 
-You can specify a different configuration file used by the bot with the `-c/--config` command line option.
-
-In some advanced use cases, multiple configuration files can be specified and used by the bot or the bot can read its configuration parameters from the process standard input stream.
+You can specify a different configuration file used by the bot with the `-c/--config` command-line option.
 
 If you used the [Quick start](installation.md/#quick-start) method for installing 
 the bot, the installation script should have already created the default configuration file (`config.json`) for you.
 
-If default configuration file is not created we recommend you to copy and use the `config.json.example` as a template
-for your bot configuration.
+If the default configuration file is not created we recommend to use `freqtrade new-config --config config.json` to generate a basic configuration file.
 
-The Freqtrade configuration file is to be written in the JSON format.
+The Freqtrade configuration file is to be written in JSON format.
 
 Additionally to the standard JSON syntax, you may use one-line `// ...` and multi-line `/* ... */` comments in your configuration files and trailing commas in the lists of parameters.
 
-Do not worry if you are not familiar with JSON format -- simply open the configuration file with an editor of your choice, make some changes to the parameters you need, save your changes and, finally, restart the bot or, if it was previously stopped, run it again with the changes you made to the configuration. The bot validates syntax of the configuration file at startup and will warn you if you made any errors editing it, pointing out problematic lines.
+Do not worry if you are not familiar with JSON format -- simply open the configuration file with an editor of your choice, make some changes to the parameters you need, save your changes and, finally, restart the bot or, if it was previously stopped, run it again with the changes you made to the configuration. The bot validates the syntax of the configuration file at startup and will warn you if you made any errors editing it, pointing out problematic lines.
+
+### Environment variables
+
+Set options in the Freqtrade configuration via environment variables.
+This takes priority over the corresponding value in configuration or strategy.
+
+Environment variables must be prefixed with  `FREQTRADE__` to be loaded to the freqtrade configuration.
+
+`__` serves as level separator, so the format used should correspond to `FREQTRADE__{section}__{key}`.
+As such - an environment variable defined as  `export FREQTRADE__STAKE_AMOUNT=200` would result in `{stake_amount: 200}`.
+
+A more complex example might be `export FREQTRADE__EXCHANGE__KEY=<yourExchangeKey>` to keep your exchange key secret. This will move the value to the `exchange.key` section of the configuration.
+Using this scheme, all configuration settings will also be available as environment variables.
+
+Please note that Environment variables will overwrite corresponding settings in your configuration, but command line Arguments will always win.
+
+!!! Note
+    Environment variables detected are logged at startup - so if you can't find why a value is not what you think it should be based on the configuration, make sure it's not loaded from an environment variable.
+
+### Multiple configuration files
+
+Multiple configuration files can be specified and used by the bot or the bot can read its configuration parameters from the process standard input stream.
+
+!!! Tip "Use multiple configuration files to keep secrets secret"
+    You can use a 2nd configuration file containing your secrets. That way you can share your "primary" configuration file, while still keeping your API keys for yourself.
+
+    ``` bash
+    freqtrade trade --config user_data/config.json --config user_data/config-private.json <...>
+    ```
+    The 2nd file should only specify what you intend to override.
+    If a key is in more than one of the configurations, then the "last specified configuration" wins (in the above example, `config-private.json`).
 
 ## Configuration parameters
 
 The table below will list all configuration parameters available.
 
 Freqtrade can also load many options via command line (CLI) arguments (check out the commands `--help` output for details).
-The prevelance for all Options is as follows:
+The prevalence for all Options is as follows:
 
 - CLI arguments override any other option
-- Configuration files are used in sequence (last file wins), and override Strategy configurations.
-- Strategy configurations are only used if they are not set via configuration or via command line arguments. These options are marked with [Strategy Override](#parameters-in-the-strategy) in the below table.
+- [Environment Variables](#environment-variables)
+- Configuration files are used in sequence (the last file wins) and override Strategy configurations.
+- Strategy configurations are only used if they are not set via configuration or command-line arguments. These options are marked with [Strategy Override](#parameters-in-the-strategy) in the below table.
 
 Mandatory parameters are marked as **Required**, which means that they are required to be set in one of the possible ways.
 
 |  Parameter | Description |
 |------------|-------------|
-| `max_open_trades` | **Required.** Number of open trades your bot is allowed to have. Only one open trade per pair is possible, so the length of your pairlist is another limitation which can apply. If -1 then it is ignored (i.e. potentially unlimited open trades, limited by the pairlist). [More information below](#configuring-amount-per-trade).<br> **Datatype:** Positive integer or -1.
-| `stake_currency` | **Required.** Crypto-currency used for trading. [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** String
-| `stake_amount` | **Required.** Amount of crypto-currency your bot will use for each trade. Set it to `"unlimited"` to allow the bot to use all available balance. [More information below](#configuring-amount-per-trade). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** Positive float or `"unlimited"`.
+| `max_open_trades` | **Required.** Number of open trades your bot is allowed to have. Only one open trade per pair is possible, so the length of your pairlist is another limitation that can apply. If -1 then it is ignored (i.e. potentially unlimited open trades, limited by the pairlist). [More information below](#configuring-amount-per-trade).<br> **Datatype:** Positive integer or -1.
+| `stake_currency` | **Required.** Crypto-currency used for trading. <br> **Datatype:** String
+| `stake_amount` | **Required.** Amount of crypto-currency your bot will use for each trade. Set it to `"unlimited"` to allow the bot to use all available balance. [More information below](#configuring-amount-per-trade). <br> **Datatype:** Positive float or `"unlimited"`.
 | `tradable_balance_ratio` | Ratio of the total account balance the bot is allowed to trade. [More information below](#configuring-amount-per-trade). <br>*Defaults to `0.99` 99%).*<br> **Datatype:** Positive float between `0.1` and `1.0`.
+| `available_capital` | Available starting capital for the bot. Useful when running multiple bots on the same exchange account.[More information below](#configuring-amount-per-trade). <br> **Datatype:** Positive float.
 | `amend_last_stake_amount` | Use reduced last stake amount if necessary. [More information below](#configuring-amount-per-trade). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
 | `last_stake_amount_min_ratio` | Defines minimum stake amount that has to be left and executed. Applies only to the last stake amount when it's amended to a reduced value (i.e. if `amend_last_stake_amount` is set to `true`). [More information below](#configuring-amount-per-trade). <br>*Defaults to `0.5`.* <br> **Datatype:** Float (as ratio)
 | `amount_reserve_percent` | Reserve some amount in min pair stake amount. The bot will reserve `amount_reserve_percent` + stoploss value when calculating min pair stake amount in order to avoid possible trade refusals. <br>*Defaults to `0.05` (5%).* <br> **Datatype:** Positive Float as ratio.
 | `timeframe` | The timeframe (former ticker interval) to use (e.g `1m`, `5m`, `15m`, `30m`, `1h` ...). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** String
 | `fiat_display_currency` | Fiat currency used to show your profits. [More information below](#what-values-can-be-used-for-fiat_display_currency). <br> **Datatype:** String
 | `dry_run` | **Required.** Define if the bot must be in Dry Run or production mode. <br>*Defaults to `true`.* <br> **Datatype:** Boolean
-| `dry_run_wallet` | Define the starting amount in stake currency for the simulated wallet used by the bot running in the Dry Run mode.<br>*Defaults to `1000`.* <br> **Datatype:** Float
+| `dry_run_wallet` | Define the starting amount in stake currency for the simulated wallet used by the bot running in Dry Run mode.<br>*Defaults to `1000`.* <br> **Datatype:** Float
 | `cancel_open_orders_on_exit` | Cancel open orders when the `/stop` RPC command is issued, `Ctrl+C` is pressed or the bot dies unexpectedly. When set to `true`, this allows you to use `/stop` to cancel unfilled and partially filled orders in the event of a market crash. It does not impact open positions. <br>*Defaults to `false`.* <br> **Datatype:** Boolean
 | `process_only_new_candles` | Enable processing of indicators only when new candles arrive. If false each loop populates the indicators, this will mean the same candle is processed many times creating system load but can be useful of your strategy depends on tick data not only candle. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.*  <br> **Datatype:** Boolean
 | `minimal_roi` | **Required.** Set the threshold as ratio the bot will use to sell a trade. [More information below](#understand-minimal_roi). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** Dict
@@ -59,40 +89,50 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `trailing_stop_positive` | Changes stoploss once profit has been reached. More details in the [stoploss documentation](stoploss.md#trailing-stop-loss-custom-positive-loss). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** Float
 | `trailing_stop_positive_offset` | Offset on when to apply `trailing_stop_positive`. Percentage value which should be positive. More details in the [stoploss documentation](stoploss.md#trailing-stop-loss-only-once-the-trade-has-reached-a-certain-offset). [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `0.0` (no offset).* <br> **Datatype:** Float
 | `trailing_only_offset_is_reached` | Only apply trailing stoploss when the offset is reached. [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.*  <br> **Datatype:** Boolean
-| `unfilledtimeout.buy` | **Required.** How long (in minutes) the bot will wait for an unfilled buy order to complete, after which the order will be cancelled and repeated at current (new) price, as long as there is a signal. [Strategy Override](#parameters-in-the-strategy).<br> **Datatype:** Integer
-| `unfilledtimeout.sell` | **Required.** How long (in minutes) the bot will wait for an unfilled sell order to complete, after which the order will be cancelled and repeated at current (new) price, as long as there is a signal. [Strategy Override](#parameters-in-the-strategy).<br> **Datatype:** Integer
+| `fee` | Fee used during backtesting / dry-runs. Should normally not be configured, which has freqtrade fall back to the exchange default fee. Set as ratio (e.g. 0.001 = 0.1%). Fee is applied twice for each trade, once when buying, once when selling. <br> **Datatype:** Float (as ratio)
+| `unfilledtimeout.buy` | **Required.** How long (in minutes or seconds) the bot will wait for an unfilled buy order to complete, after which the order will be cancelled and repeated at current (new) price, as long as there is a signal. [Strategy Override](#parameters-in-the-strategy).<br> **Datatype:** Integer
+| `unfilledtimeout.sell` | **Required.** How long (in minutes or seconds) the bot will wait for an unfilled sell order to complete, after which the order will be cancelled and repeated at current (new) price, as long as there is a signal. [Strategy Override](#parameters-in-the-strategy).<br> **Datatype:** Integer
+| `unfilledtimeout.unit` | Unit to use in unfilledtimeout setting. Note: If you set unfilledtimeout.unit to "seconds", "internals.process_throttle_secs" must be inferior or equal to timeout [Strategy Override](#parameters-in-the-strategy). <br> *Defaults to `minutes`.* <br> **Datatype:** String
 | `bid_strategy.price_side` | Select the side of the spread the bot should look at to get the buy rate. [More information below](#buy-price-side).<br> *Defaults to `bid`.* <br> **Datatype:** String (either `ask` or `bid`).
-| `bid_strategy.ask_last_balance` | **Required.** Set the bidding price. More information [below](#buy-price-without-orderbook-enabled).
+| `bid_strategy.ask_last_balance` | **Required.** Interpolate the bidding price. More information [below](#buy-price-without-orderbook-enabled).
 | `bid_strategy.use_order_book` | Enable buying using the rates in [Order Book Bids](#buy-price-with-orderbook-enabled). <br> **Datatype:** Boolean
-| `bid_strategy.order_book_top` | Bot will use the top N rate in Order Book Bids to buy. I.e. a value of 2 will allow the bot to pick the 2nd bid rate in [Order Book Bids](#buy-price-with-orderbook-enabled). <br>*Defaults to `1`.*  <br> **Datatype:** Positive Integer
+| `bid_strategy.order_book_top` | Bot will use the top N rate in Order Book "price_side" to buy. I.e. a value of 2 will allow the bot to pick the 2nd bid rate in [Order Book Bids](#buy-price-with-orderbook-enabled). <br>*Defaults to `1`.*  <br> **Datatype:** Positive Integer
 | `bid_strategy. check_depth_of_market.enabled` | Do not buy if the difference of buy orders and sell orders is met in Order Book. [Check market depth](#check-depth-of-market). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
 | `bid_strategy. check_depth_of_market.bids_to_ask_delta` | The difference ratio of buy orders and sell orders found in Order Book. A value below 1 means sell order size is greater, while value greater than 1 means buy order size is higher. [Check market depth](#check-depth-of-market) <br> *Defaults to `0`.*  <br> **Datatype:** Float (as ratio)
 | `ask_strategy.price_side` | Select the side of the spread the bot should look at to get the sell rate. [More information below](#sell-price-side).<br> *Defaults to `ask`.* <br> **Datatype:** String (either `ask` or `bid`).
+| `ask_strategy.bid_last_balance` | Interpolate the selling price. More information [below](#sell-price-without-orderbook-enabled).
 | `ask_strategy.use_order_book` | Enable selling of open trades using [Order Book Asks](#sell-price-with-orderbook-enabled). <br> **Datatype:** Boolean
-| `ask_strategy.order_book_min` | Bot will scan from the top min to max Order Book Asks searching for a profitable rate. <br>*Defaults to `1`.* <br> **Datatype:** Positive Integer
-| `ask_strategy.order_book_max` | Bot will scan from the top min to max Order Book Asks searching for a profitable rate. <br>*Defaults to `1`.* <br> **Datatype:** Positive Integer
-| `ask_strategy.use_sell_signal` | Use sell signals produced by the strategy in addition to the `minimal_roi`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `true`.* <br> **Datatype:** Boolean
-| `ask_strategy.sell_profit_only` | Wait until the bot makes a positive profit before taking a sell decision. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
-| `ask_strategy.ignore_roi_if_buy_signal` | Do not sell if the buy signal is still active. This setting takes preference over `minimal_roi` and `use_sell_signal`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
+| `ask_strategy.order_book_top` | Bot will use the top N rate in Order Book "price_side" to sell. I.e. a value of 2 will allow the bot to pick the 2nd ask rate in [Order Book Asks](#sell-price-with-orderbook-enabled)<br>*Defaults to `1`.* <br> **Datatype:** Positive Integer
+| `use_sell_signal` | Use sell signals produced by the strategy in addition to the `minimal_roi`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `true`.* <br> **Datatype:** Boolean
+| `sell_profit_only` | Wait until the bot reaches `sell_profit_offset` before taking a sell decision. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
+| `sell_profit_offset` | Sell-signal is only active above this value. Only active in combination with `sell_profit_only=True`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `0.0`.* <br> **Datatype:** Float (as ratio)
+| `ignore_roi_if_buy_signal` | Do not sell if the buy signal is still active. This setting takes preference over `minimal_roi` and `use_sell_signal`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
+| `ignore_buying_expired_candle_after` | Specifies the number of seconds until a buy signal is no longer used. <br> **Datatype:** Integer
 | `order_types` | Configure order-types depending on the action (`"buy"`, `"sell"`, `"stoploss"`, `"stoploss_on_exchange"`). [More information below](#understand-order_types). [Strategy Override](#parameters-in-the-strategy).<br> **Datatype:** Dict
 | `order_time_in_force` | Configure time in force for buy and sell orders. [More information below](#understand-order_time_in_force). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** Dict
+| `custom_price_max_distance_ratio` | Configure maximum distance ratio between current and custom entry or exit price. <br>*Defaults to `0.02` 2%).*<br> **Datatype:** Positive float
 | `exchange.name` | **Required.** Name of the exchange class to use. [List below](#user-content-what-values-for-exchangename). <br> **Datatype:** String
 | `exchange.sandbox` | Use the 'sandbox' version of the exchange, where the exchange provides a sandbox for risk-free integration. See [here](sandbox-testing.md) in more details.<br> **Datatype:** Boolean
 | `exchange.key` | API key to use for the exchange. Only required when you are in production mode.<br>**Keep it in secret, do not disclose publicly.** <br> **Datatype:** String
 | `exchange.secret` | API secret to use for the exchange. Only required when you are in production mode.<br>**Keep it in secret, do not disclose publicly.** <br> **Datatype:** String
 | `exchange.password` | API password to use for the exchange. Only required when you are in production mode and for exchanges that use password for API requests.<br>**Keep it in secret, do not disclose publicly.** <br> **Datatype:** String
-| `exchange.pair_whitelist` | List of pairs to use by the bot for trading and to check for potential trades during backtesting. Not used by VolumePairList (see [below](#pairlists-and-pairlist-handlers)). <br> **Datatype:** List
-| `exchange.pair_blacklist` | List of pairs the bot must absolutely avoid for trading and backtesting (see [below](#pairlists-and-pairlist-handlers)). <br> **Datatype:** List
+| `exchange.pair_whitelist` | List of pairs to use by the bot for trading and to check for potential trades during backtesting. Supports regex pairs as `.*/BTC`. Not used by VolumePairList. [More information](plugins.md#pairlists-and-pairlist-handlers). <br> **Datatype:** List
+| `exchange.pair_blacklist` | List of pairs the bot must absolutely avoid for trading and backtesting. [More information](plugins.md#pairlists-and-pairlist-handlers). <br> **Datatype:** List
 | `exchange.ccxt_config` | Additional CCXT parameters passed to both ccxt instances (sync and async). This is usually the correct place for ccxt configurations. Parameters may differ from exchange to exchange and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation) <br> **Datatype:** Dict
 | `exchange.ccxt_sync_config` | Additional CCXT parameters passed to the regular (sync) ccxt instance. Parameters may differ from exchange to exchange and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation) <br> **Datatype:** Dict
 | `exchange.ccxt_async_config` | Additional CCXT parameters passed to the async ccxt instance. Parameters may differ from exchange to exchange  and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation) <br> **Datatype:** Dict
 | `exchange.markets_refresh_interval` | The interval in minutes in which markets are reloaded. <br>*Defaults to `60` minutes.* <br> **Datatype:** Positive Integer
+| `exchange.skip_pair_validation` | Skip pairlist validation on startup.<br>*Defaults to `false`<br> **Datatype:** Boolean
+| `exchange.skip_open_order_update` | Skips open order updates on startup should the exchange cause problems. Only relevant in live conditions.<br>*Defaults to `false`<br> **Datatype:** Boolean
+| `exchange.log_responses` | Log relevant exchange responses. For debug mode only - use with care.<br>*Defaults to `false`<br> **Datatype:** Boolean
 | `edge.*` | Please refer to [edge configuration document](edge.md) for detailed explanation.
 | `experimental.block_bad_exchanges` | Block exchanges known to not work with freqtrade. Leave on default unless you want to test if that exchange works now. <br>*Defaults to `true`.* <br> **Datatype:** Boolean
-| `pairlists` | Define one or more pairlists to be used. [More information below](#pairlists-and-pairlist-handlers). <br>*Defaults to `StaticPairList`.*  <br> **Datatype:** List of Dicts
+| `pairlists` | Define one or more pairlists to be used. [More information](plugins.md#pairlists-and-pairlist-handlers). <br>*Defaults to `StaticPairList`.*  <br> **Datatype:** List of Dicts
+| `protections` | Define one or more protections to be used. [More information](plugins.md#protections). <br> **Datatype:** List of Dicts
 | `telegram.enabled` | Enable the usage of Telegram. <br> **Datatype:** Boolean
 | `telegram.token` | Your Telegram bot token. Only required if `telegram.enabled` is `true`. <br>**Keep it in secret, do not disclose publicly.** <br> **Datatype:** String
 | `telegram.chat_id` | Your personal Telegram account id. Only required if `telegram.enabled` is `true`. <br>**Keep it in secret, do not disclose publicly.** <br> **Datatype:** String
+| `telegram.balance_dust_level` | Dust-level (in stake currency) - currencies with a balance below this will not be shown by `/balance`. <br> **Datatype:** float
 | `webhook.enabled` | Enable usage of Webhook notifications <br> **Datatype:** Boolean
 | `webhook.url` | URL for the webhook. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> **Datatype:** String
 | `webhook.webhookbuy` | Payload to send on buy. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> **Datatype:** String
@@ -106,13 +146,14 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `api_server.verbosity` | Logging verbosity. `info` will print all RPC Calls, while "error" will only display errors. <br>**Datatype:** Enum, either `info` or `error`. Defaults to `info`.
 | `api_server.username` | Username for API server. See the [API Server documentation](rest-api.md) for more details. <br>**Keep it in secret, do not disclose publicly.**<br> **Datatype:** String
 | `api_server.password` | Password for API server. See the [API Server documentation](rest-api.md) for more details. <br>**Keep it in secret, do not disclose publicly.**<br> **Datatype:** String
+| `bot_name` | Name of the bot. Passed via API to a client - can be shown to distinguish / name bots.<br> *Defaults to `freqtrade`*<br> **Datatype:** String
 | `db_url` | Declares database URL to use. NOTE: This defaults to `sqlite:///tradesv3.dryrun.sqlite` if `dry_run` is `true`, and to `sqlite:///tradesv3.sqlite` for production instances. <br> **Datatype:** String, SQLAlchemy connect string
-| `initial_state` | Defines the initial application state. More information below. <br>*Defaults to `stopped`.* <br> **Datatype:** Enum, either `stopped` or `running`
+| `initial_state` | Defines the initial application state. If set to stopped, then the bot has to be explicitly started via `/start` RPC command. <br>*Defaults to `stopped`.* <br> **Datatype:** Enum, either `stopped` or `running`
 | `forcebuy_enable` | Enables the RPC Commands to force a buy. More information below. <br> **Datatype:** Boolean
 | `disable_dataframe_checks` | Disable checking the OHLCV dataframe returned from the strategy methods for correctness. Only use when intentionally changing the dataframe and understand what you are doing. [Strategy Override](#parameters-in-the-strategy).<br> *Defaults to `False`*. <br> **Datatype:** Boolean
 | `strategy` | **Required** Defines Strategy class to use. Recommended to be set via `--strategy NAME`. <br> **Datatype:** ClassName
 | `strategy_path` | Adds an additional strategy lookup path (must be a directory). <br> **Datatype:** String
-| `internals.process_throttle_secs` | Set the process throttle. Value in second. <br>*Defaults to `5` seconds.* <br> **Datatype:** Positive Integer
+| `internals.process_throttle_secs` | Set the process throttle, or minimum loop duration for one bot iteration loop. Value in second. <br>*Defaults to `5` seconds.* <br> **Datatype:** Positive Integer
 | `internals.heartbeat_interval` | Print heartbeat message every N seconds. Set to 0 to disable heartbeat messages. <br>*Defaults to `60` seconds.* <br> **Datatype:** Positive Integer or 0
 | `internals.sd_notify` | Enables use of the sd_notify protocol to tell systemd service manager about changes in the bot state and issue keep-alive pings. See [here](installation.md#7-optional-configure-freqtrade-as-a-systemd-service) for more details. <br> **Datatype:** Boolean
 | `logfile` | Specifies logfile name. Uses a rolling strategy for log file rotation for 10 files with the 1MB limit per file. <br> **Datatype:** String
@@ -122,7 +163,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 
 ### Parameters in the strategy
 
-The following parameters can be set in either configuration file or strategy.
+The following parameters can be set in the configuration file or strategy.
 Values set in the configuration file always overwrite values set in the strategy.
 
 * `minimal_roi`
@@ -132,39 +173,73 @@ Values set in the configuration file always overwrite values set in the strategy
 * `trailing_stop_positive`
 * `trailing_stop_positive_offset`
 * `trailing_only_offset_is_reached`
+* `use_custom_stoploss`
 * `process_only_new_candles`
 * `order_types`
 * `order_time_in_force`
-* `stake_currency`
-* `stake_amount`
 * `unfilledtimeout`
 * `disable_dataframe_checks`
-* `use_sell_signal` (ask_strategy)
-* `sell_profit_only` (ask_strategy)
-* `ignore_roi_if_buy_signal` (ask_strategy)
+* `use_sell_signal`
+* `sell_profit_only`
+* `sell_profit_offset`
+* `ignore_roi_if_buy_signal`
+* `ignore_buying_expired_candle_after`
 
 ### Configuring amount per trade
 
-There are several methods to configure how much of the stake currency the bot will use to enter a trade. All methods respect the [available balance configuration](#available-balance) as explained below.
+There are several methods to configure how much of the stake currency the bot will use to enter a trade. All methods respect the [available balance configuration](#tradable-balance) as explained below.
 
-#### Available balance
+#### Minimum trade stake
+
+The minimum stake amount will depend on exchange and pair and is usually listed in the exchange support pages.
+Assuming the minimum tradable amount for XRP/USD is 20 XRP (given by the exchange), and the price is 0.6$.
+
+The minimum stake amount to buy this pair is, therefore, `20 * 0.6 ~= 12`.
+This exchange has also a limit on USD - where all orders must be > 10$ - which however does not apply in this case.
+
+To guarantee safe execution, freqtrade will not allow buying with a stake-amount of 10.1$, instead, it'll make sure that there's enough space to place a stoploss below the pair (+ an offset, defined by `amount_reserve_percent`, which defaults to 5%).
+
+With a reserve of 5%, the minimum stake amount would be ~12.6$ (`12 * (1 + 0.05)`). If we take into account a stoploss of 10% on top of that - we'd end up with a value of ~14$ (`12.6 / (1 - 0.1)`).
+
+To limit this calculation in case of large stoploss values, the calculated minimum stake-limit will never be more than 50% above the real limit.
+
+!!! Warning
+    Since the limits on exchanges are usually stable and are not updated often, some pairs can show pretty high minimum limits, simply because the price increased a lot since the last limit adjustment by the exchange.
+
+#### Tradable balance
 
 By default, the bot assumes that the `complete amount - 1%` is at it's disposal, and when using [dynamic stake amount](#dynamic-stake-amount), it will split the complete balance into `max_open_trades` buckets per trade.
 Freqtrade will reserve 1% for eventual fees when entering a trade and will therefore not touch that by default.
 
 You can configure the "untouched" amount by using the `tradable_balance_ratio` setting.
 
-For example, if you have 10 ETH available in your wallet on the exchange and `tradable_balance_ratio=0.5` (which is 50%), then the bot will use a maximum amount of 5 ETH for trading and considers this as available balance. The rest of the wallet is untouched by the trades.
+For example, if you have 10 ETH available in your wallet on the exchange and `tradable_balance_ratio=0.5` (which is 50%), then the bot will use a maximum amount of 5 ETH for trading and considers this as an available balance. The rest of the wallet is untouched by the trades.
+
+!!! Danger
+    This setting should **not** be used when running multiple bots on the same account. Please look at [Available Capital to the bot](#assign-available-capital) instead.
 
 !!! Warning
-    The `tradable_balance_ratio` setting applies to the current balance (free balance + tied up in trades). Therefore, assuming the starting balance of 1000, a configuration with `tradable_balance_ratio=0.99` will not guarantee that 10 currency units will always remain available on the exchange. For example, the free amount may reduce to 5 units if the total balance is reduced to 500 (either by a losing streak, or by withdrawing balance).
+    The `tradable_balance_ratio` setting applies to the current balance (free balance + tied up in trades). Therefore, assuming the starting balance of 1000, a configuration with `tradable_balance_ratio=0.99` will not guarantee that 10 currency units will always remain available on the exchange. For example, the free amount may reduce to 5 units if the total balance is reduced to 500 (either by a losing streak or by withdrawing balance).
+
+#### Assign available Capital
+
+To fully utilize compounding profits when using multiple bots on the same exchange account, you'll want to limit each bot to a certain starting balance.
+This can be accomplished by setting `available_capital` to the desired starting balance.
+
+Assuming your account has 10.000 USDT and you want to run 2 different strategies on this exchange.
+You'd set `available_capital=5000` - granting each bot an initial capital of 5000 USDT.
+The bot will then split this starting balance equally into `max_open_trades` buckets.
+Profitable trades will result in increased stake-sizes for this bot - without affecting the stake-sizes of the other bot.
+
+!!! Warning "Incompatible with `tradable_balance_ratio`"
+    Setting this option will replace any configuration of `tradable_balance_ratio`.
 
 #### Amend last stake amount
 
 Assuming we have the tradable balance of 1000 USDT, `stake_amount=400`, and `max_open_trades=3`.
-The bot would open 2 trades, and will be unable to fill the last trading slot, since the requested 400 USDT are no longer available, since 800 USDT are already tied in other trades.
+The bot would open 2 trades and will be unable to fill the last trading slot, since the requested 400 USDT are no longer available since 800 USDT are already tied in other trades.
 
-To overcome this, the option `amend_last_stake_amount` can be set to `True`, which will enable the bot to reduce stake_amount to the available balance in order to fill the last trade slot.
+To overcome this, the option `amend_last_stake_amount` can be set to `True`, which will enable the bot to reduce stake_amount to the available balance to fill the last trade slot.
 
 In the example above this would mean:
 
@@ -176,7 +251,7 @@ In the example above this would mean:
     This option only applies with [Static stake amount](#static-stake-amount) - since [Dynamic stake amount](#dynamic-stake-amount) divides the balances evenly.
 
 !!! Note
-    The minimum last stake amount can be configured using `amend_last_stake_amount` - which defaults to 0.5 (50%). This means that the minimum stake amount that's ever used is `stake_amount * 0.5`. This avoids very low stake amounts, that are close to the minimum tradable amount for the pair and can be refused by the exchange.
+    The minimum last stake amount can be configured using `last_stake_amount_min_ratio` - which defaults to 0.5 (50%). This means that the minimum stake amount that's ever used is `stake_amount * 0.5`. This avoids very low stake amounts, that are close to the minimum tradable amount for the pair and can be refused by the exchange.
 
 #### Static stake amount
 
@@ -192,7 +267,7 @@ For example, the bot will at most use (0.05 BTC x 3) = 0.15 BTC, assuming a conf
 
 #### Dynamic stake amount
 
-Alternatively, you can use a dynamic stake amount, which will use the available balance on the exchange, and divide that equally by the amount of allowed trades (`max_open_trades`).
+Alternatively, you can use a dynamic stake amount, which will use the available balance on the exchange, and divide that equally by the number of allowed trades (`max_open_trades`).
 
 To configure this, set `stake_amount="unlimited"`. We also recommend to set `tradable_balance_ratio=0.99` (99%) - to keep a minimum balance for eventual fees.
 
@@ -209,16 +284,19 @@ To allow the bot to trade all the available `stake_currency` in your account (mi
 "tradable_balance_ratio": 0.99,
 ```
 
-!!! Note
-    This configuration will allow increasing / decreasing stakes depending on the performance of the bot (lower stake if bot is loosing, higher stakes if the bot has a winning record, since higher balances are available).
+!!! Tip "Compounding profits"
+    This configuration will allow increasing/decreasing stakes depending on the performance of the bot (lower stake if the bot is losing, higher stakes if the bot has a winning record since higher balances are available), and will result in profit compounding.
 
 !!! Note "When using Dry-Run Mode"
-    When using `"stake_amount" : "unlimited",` in combination with Dry-Run, the balance will be simulated starting with a stake of `dry_run_wallet` which will evolve over time. It is therefore important to set `dry_run_wallet` to a sensible value (like 0.05 or 0.01 for BTC and 1000 or 100 for USDT, for example), otherwise it may simulate trades with 100 BTC (or more) or 0.05 USDT (or less) at once - which may not correspond to your real available balance or is less than the exchange minimal limit for the order amount for the stake currency.
+    When using `"stake_amount" : "unlimited",` in combination with Dry-Run, Backtesting or Hyperopt, the balance will be simulated starting with a stake of `dry_run_wallet` which will evolve.
+    It is therefore important to set `dry_run_wallet` to a sensible value (like 0.05 or 0.01 for BTC and 1000 or 100 for USDT, for example), otherwise, it may simulate trades with 100 BTC (or more) or 0.05 USDT (or less) at once - which may not correspond to your real available balance or is less than the exchange minimal limit for the order amount for the stake currency.
+
+--8<-- "includes/pricing.md"
 
 ### Understand minimal_roi
 
 The `minimal_roi` configuration parameter is a JSON object where the key is a duration
-in minutes and the value is the minimum ROI as ratio.
+in minutes and the value is the minimum ROI as a ratio.
 See the example below:
 
 ```json
@@ -233,46 +311,43 @@ See the example below:
 Most of the strategy files already include the optimal `minimal_roi` value.
 This parameter can be set in either Strategy or Configuration file. If you use it in the configuration file, it will override the
 `minimal_roi` value from the strategy file.
-If it is not set in either Strategy or Configuration, a default of 1000% `{"0": 10}` is used, and minimal roi is disabled unless your trade generates 1000% profit.
+If it is not set in either Strategy or Configuration, a default of 1000% `{"0": 10}` is used, and minimal ROI is disabled unless your trade generates 1000% profit.
 
 !!! Note "Special case to forcesell after a specific time"
     A special case presents using `"<N>": -1` as ROI. This forces the bot to sell a trade after N Minutes, no matter if it's positive or negative, so represents a time-limited force-sell.
 
-### Understand stoploss
-
-Go to the [stoploss documentation](stoploss.md) for more details.
-
-### Understand trailing stoploss
-
-Go to the [trailing stoploss Documentation](stoploss.md#trailing-stop-loss) for details on trailing stoploss.
-
-### Understand initial_state
-
-The `initial_state` configuration parameter is an optional field that defines the initial application state.
-Possible values are `running` or `stopped`. (default=`running`)
-If the value is `stopped` the bot has to be started with `/start` first.
-
 ### Understand forcebuy_enable
 
-The `forcebuy_enable` configuration parameter enables the usage of forcebuy commands via Telegram.
-This is disabled for security reasons by default, and will show a warning message on startup if enabled.
-For example, you can send `/forcebuy ETH/BTC` Telegram command when this feature if enabled to the bot,
-who then buys the pair and holds it until a regular sell-signal (ROI, stoploss, /forcesell) appears.
+The `forcebuy_enable` configuration parameter enables the usage of forcebuy commands via Telegram and REST API.
+For security reasons, it's disabled by default, and freqtrade will show a warning message on startup if enabled.
+For example, you can send `/forcebuy ETH/BTC` to the bot, which will result in freqtrade buying the pair and holds it until a regular sell-signal (ROI, stoploss, /forcesell) appears.
 
 This can be dangerous with some strategies, so use with care.
 
 See [the telegram documentation](telegram-usage.md) for details on usage.
 
-### Understand process_throttle_secs
+### Ignoring expired candles
 
-The `process_throttle_secs` configuration parameter is an optional field that defines in seconds how long the bot should wait
-before asking the strategy if we should buy or a sell an asset. After each wait period, the strategy is asked again for
-every opened trade wether or not we should sell, and for all the remaining pairs (either the dynamic list of pairs or
-the static list of pairs) if we should buy.
+When working with larger timeframes (for example 1h or more) and using a low `max_open_trades` value, the last candle can be processed as soon as a trade slot becomes available. When processing the last candle, this can lead to a situation where it may not be desirable to use the buy signal on that candle. For example, when using a condition in your strategy where you use a cross-over, that point may have passed too long ago for you to start a trade on it.
+
+In these situations, you can enable the functionality to ignore candles that are beyond a specified period by setting `ignore_buying_expired_candle_after` to a positive number, indicating the number of seconds after which the buy signal becomes expired.
+
+For example, if your strategy is using a 1h timeframe, and you only want to buy within the first 5 minutes when a new candle comes in, you can add the following configuration to your strategy:
+
+``` json
+  {
+    //...
+    "ignore_buying_expired_candle_after": 300,
+    // ...
+  }
+```
+
+!!! Note
+    This setting resets with each new candle, so it will not prevent sticking-signals from executing on the 2nd or 3rd candle they're active. Best use a "trigger" selector for buy signals, which are only active for one candle.
 
 ### Understand order_types
 
-The `order_types` configuration parameter maps actions (`buy`, `sell`, `stoploss`, `emergencysell`) to order-types (`market`, `limit`, ...) as well as configures stoploss to be on the exchange and defines stoploss on exchange update interval in seconds.
+The `order_types` configuration parameter maps actions (`buy`, `sell`, `stoploss`, `emergencysell`, `forcesell`, `forcebuy`) to order-types (`market`, `limit`, ...) as well as configures stoploss to be on the exchange and defines stoploss on exchange update interval in seconds.
 
 This allows to buy using limit orders, sell using
 limit-orders, and create stoplosses using market orders. It also allows to set the
@@ -282,9 +357,9 @@ the buy order is fulfilled.
 `order_types` set in the configuration file overwrites values set in the strategy as a whole, so you need to configure the whole `order_types` dictionary in one place.
 
 If this is configured, the following 4 values (`buy`, `sell`, `stoploss` and
-`stoploss_on_exchange`) need to be present, otherwise the bot will fail to start.
+`stoploss_on_exchange`) need to be present, otherwise, the bot will fail to start.
 
-For information on (`emergencysell`,`stoploss_on_exchange`,`stoploss_on_exchange_interval`,`stoploss_on_exchange_limit_ratio`) please see stop loss documentation [stop loss on exchange](stoploss.md)
+For information on (`emergencysell`,`forcesell`, `forcebuy`, `stoploss_on_exchange`,`stoploss_on_exchange_interval`,`stoploss_on_exchange_limit_ratio`) please see stop loss documentation [stop loss on exchange](stoploss.md)
 
 Syntax for Strategy:
 
@@ -293,6 +368,8 @@ order_types = {
     "buy": "limit",
     "sell": "limit",
     "emergencysell": "market",
+    "forcebuy": "market",
+    "forcesell": "market",
     "stoploss": "market",
     "stoploss_on_exchange": False,
     "stoploss_on_exchange_interval": 60,
@@ -307,30 +384,31 @@ Configuration:
     "buy": "limit",
     "sell": "limit",
     "emergencysell": "market",
+    "forcebuy": "market",
+    "forcesell": "market",
     "stoploss": "market",
     "stoploss_on_exchange": false,
     "stoploss_on_exchange_interval": 60
 }
 ```
 
-!!! Note
+!!! Note "Market order support"
     Not all exchanges support "market" orders.
     The following message will be shown if your exchange does not support market orders:
-    `"Exchange <yourexchange>  does not support market orders."`
+    `"Exchange <yourexchange> does not support market orders."` and the bot will refuse to start.
 
-!!! Note
-    Stoploss on exchange interval is not mandatory. Do not change its value if you are
+!!! Warning "Using market orders"
+    Please carefully read the section [Market order pricing](#market-order-pricing) section when using market orders.
+
+!!! Note "Stoploss on exchange"
+    `stoploss_on_exchange_interval` is not mandatory. Do not change its value if you are
     unsure of what you are doing. For more information about how stoploss works please
     refer to [the stoploss documentation](stoploss.md).
 
-!!! Note
     If `stoploss_on_exchange` is enabled and the stoploss is cancelled manually on the exchange, then the bot will create a new stoploss order.
 
-!!! Warning "Using market orders"
-    Please read the section [Market order pricing](#market-order-pricing) section when using market orders.
-
 !!! Warning "Warning: stoploss_on_exchange failures"
-    If stoploss on exchange creation fails for some reason, then an "emergency sell" is initiated. By default, this will sell the asset using a market order. The order-type for the emergency-sell can be changed by setting the `emergencysell` value in the `order_types` dictionary - however this is not advised.
+    If stoploss on exchange creation fails for some reason, then an "emergency sell" is initiated. By default, this will sell the asset using a market order. The order-type for the emergency-sell can be changed by setting the `emergencysell` value in the `order_types` dictionary - however, this is not advised.
 
 ### Understand order_time_in_force
 
@@ -340,12 +418,12 @@ is executed on the exchange. Three commonly used time in force are:
 **GTC (Good Till Canceled):**
 
 This is most of the time the default time in force. It means the order will remain
-on exchange till it is canceled by user. It can be fully or partially fulfilled.
+on exchange till it is cancelled by the user. It can be fully or partially fulfilled.
 If partially fulfilled, the remaining will stay on the exchange till cancelled.
 
 **FOK (Fill Or Kill):**
 
-It means if the order is not executed immediately AND fully then it is canceled by the exchange.
+It means if the order is not executed immediately AND fully then it is cancelled by the exchange.
 
 **IOC (Immediate Or Canceled):**
 
@@ -366,67 +444,8 @@ The possible values are: `gtc` (default), `fok` or `ioc`.
 ```
 
 !!! Warning
-    This is an ongoing work. For now it is supported only for binance and only for buy orders.
-    Please don't change the default value unless you know what you are doing.
-
-### Exchange configuration
-
-Freqtrade is based on [CCXT library](https://github.com/ccxt/ccxt) that supports over 100 cryptocurrency
-exchange markets and trading APIs. The complete up-to-date list can be found in the
-[CCXT repo homepage](https://github.com/ccxt/ccxt/tree/master/python).
- However, the bot was tested by the development team with only Bittrex, Binance and Kraken,
- so the these are the only officially supported exchanges:
-
-- [Bittrex](https://bittrex.com/): "bittrex"
-- [Binance](https://www.binance.com/): "binance"
-- [Kraken](https://kraken.com/): "kraken"
-
-Feel free to test other exchanges and submit your PR to improve the bot.
-
-Some exchanges require special configuration, which can be found on the [Exchange-specific Notes](exchanges.md) documentation page.
-
-#### Sample exchange configuration
-
-A exchange configuration for "binance" would look as follows:
-
-```json
-"exchange": {
-    "name": "binance",
-    "key": "your_exchange_key",
-    "secret": "your_exchange_secret",
-    "ccxt_config": {"enableRateLimit": true},
-    "ccxt_async_config": {
-        "enableRateLimit": true,
-        "rateLimit": 200
-    },
-```
-
-This configuration enables binance, as well as rate limiting to avoid bans from the exchange.
-`"rateLimit": 200` defines a wait-event of 0.2s between each call. This can also be completely disabled by setting `"enableRateLimit"` to false.
-
-!!! Note
-    Optimal settings for rate limiting depend on the exchange and the size of the whitelist, so an ideal parameter will vary on many other settings.
-    We try to provide sensible defaults per exchange where possible, if you encounter bans please make sure that `"enableRateLimit"` is enabled and increase the `"rateLimit"` parameter step by step.
-
-#### Advanced Freqtrade Exchange configuration
-
-Advanced options can be configured using the `_ft_has_params` setting, which will override Defaults and exchange-specific behaviours.
-
-Available options are listed in the exchange-class as `_ft_has_default`.
-
-For example, to test the order type `FOK` with Kraken, and modify candle limit to 200 (so you only get 200 candles per API call):
-
-```json
-"exchange": {
-    "name": "kraken",
-    "_ft_has_params": {
-        "order_time_in_force": ["gtc", "fok"],
-        "ohlcv_candle_limit": 200
-        }
-```
-
-!!! Warning
-    Please make sure to fully understand the impacts of these settings before modifying them.
+    This is ongoing work. For now, it is supported only for binance and kucoin.
+    Please don't change the default value unless you know what you are doing and have researched the impact of using different values for your particular exchange.
 
 ### What values can be used for fiat_display_currency?
 
@@ -439,7 +458,7 @@ The valid values are:
 "AUD", "BRL", "CAD", "CHF", "CLP", "CNY", "CZK", "DKK", "EUR", "GBP", "HKD", "HUF", "IDR", "ILS", "INR", "JPY", "KRW", "MXN", "MYR", "NOK", "NZD", "PHP", "PKR", "PLN", "RUB", "SEK", "SGD", "THB", "TRY", "TWD", "ZAR", "USD"
 ```
 
-In addition to fiat currencies, a range of cryto currencies are supported.
+In addition to fiat currencies, a range of crypto currencies is supported.
 
 The valid values are:
 
@@ -447,139 +466,10 @@ The valid values are:
 "BTC", "ETH", "XRP", "LTC", "BCH", "USDT"
 ```
 
-## Prices used for orders
-
-Prices for regular orders can be controlled via the parameter structures `bid_strategy` for buying and `ask_strategy` for selling.
-Prices are always retrieved right before an order is placed, either by querying the exchange tickers or by using the orderbook data.
-
-!!! Note
-    Orderbook data used by Freqtrade are the data retrieved from exchange by the ccxt's function `fetch_order_book()`, i.e. are usually data from the L2-aggregated orderbook, while the ticker data are the structures returned by the ccxt's `fetch_ticker()`/`fetch_tickers()` functions. Refer to the ccxt library [documentation](https://github.com/ccxt/ccxt/wiki/Manual#market-data) for more details.
-
-!!! Warning "Using market orders"
-    Please read the section [Market order pricing](#market-order-pricing) section when using market orders.
-
-### Buy price
-
-#### Check depth of market
-
-When check depth of market is enabled (`bid_strategy.check_depth_of_market.enabled=True`), the buy signals are filtered based on the orderbook depth (sum of all amounts) for each orderbook side.
-
-Orderbook `bid` (buy) side depth is then divided by the orderbook `ask` (sell) side depth and the resulting delta is compared to the value of the `bid_strategy.check_depth_of_market.bids_to_ask_delta` parameter. The buy order is only executed if the orderbook delta is greater than or equal to the configured delta value.
-
-!!! Note
-    A delta value below 1 means that `ask` (sell) orderbook side depth is greater than the depth of the `bid` (buy) orderbook side, while a value greater than 1 means opposite (depth of the buy side is higher than the depth of the sell side).
-
-#### Buy price side
-
-The configuration setting `bid_strategy.price_side` defines the side of the spread the bot looks for when buying.
-
-The following displays an orderbook.
-
-``` explanation
-...
-103
-102
-101  # ask
--------------Current spread
-99   # bid
-98
-97
-...
-```
-
-If `bid_strategy.price_side` is set to `"bid"`, then the bot will use 99 as buying price.  
-In line with that, if `bid_strategy.price_side` is set to `"ask"`, then the bot will use 101 as buying price.
-
-Using `ask` price often guarantees quicker filled orders, but the bot can also end up paying more than what would have been necessary.
-Taker fees instead of maker fees will most likely apply even when using limit buy orders.
-Also, prices at the "ask" side of the spread are higher than prices at the "bid" side in the orderbook, so the order behaves similar to a market order (however with a maximum price).
-
-#### Buy price with Orderbook enabled
-
-When buying with the orderbook enabled (`bid_strategy.use_order_book=True`), Freqtrade fetches the `bid_strategy.order_book_top` entries from the orderbook and then uses the entry specified as `bid_strategy.order_book_top` on the configured side (`bid_strategy.price_side`) of the orderbook. 1 specifies the topmost entry in the orderbook, while 2 would use the 2nd entry in the orderbook, and so on.
-
-#### Buy price without Orderbook enabled
-
-The following section uses `side` as the configured `bid_strategy.price_side`.
-
-When not using orderbook (`bid_strategy.use_order_book=False`), Freqtrade uses the best `side` price from the ticker if it's below the `last` traded price from the ticker. Otherwise (when the `side` price is above the `last` price), it calculates a rate between `side` and `last` price.
-
-The `bid_strategy.ask_last_balance` configuration parameter controls this. A value of `0.0` will use `side` price, while `1.0` will use the `last` price and values between those interpolate between ask and last price.
-
-### Sell price
-
-#### Sell price side
-
-The configuration setting `ask_strategy.price_side` defines the side of the spread the bot looks for when selling.
-
-The following displays an orderbook:
-
-``` explanation
-...
-103
-102
-101  # ask
--------------Current spread
-99   # bid
-98
-97
-...
-```
-
-If `ask_strategy.price_side` is set to `"ask"`, then the bot will use 101 as selling price.  
-In line with that, if `ask_strategy.price_side` is set to `"bid"`, then the bot will use 99 as selling price.
-
-#### Sell price with Orderbook enabled
-
-When selling with the orderbook enabled (`ask_strategy.use_order_book=True`), Freqtrade fetches the `ask_strategy.order_book_max` entries in the orderbook. Then each of the orderbook steps between `ask_strategy.order_book_min` and `ask_strategy.order_book_max` on the configured orderbook side are validated for a profitable sell-possibility based on the strategy configuration (`minimal_roi` conditions) and the sell order is placed at the first profitable spot.
-
-!!! Note
-    Using `order_book_max` higher than `order_book_min` only makes sense when ask_strategy.price_side is set to `"ask"`.
-
-The idea here is to place the sell order early, to be ahead in the queue.
-
-A fixed slot (mirroring `bid_strategy.order_book_top`) can be defined by setting `ask_strategy.order_book_min` and `ask_strategy.order_book_max` to the same number.
-
-!!! Warning "Order_book_max > 1 - increased risks for stoplosses!"
-    Using `ask_strategy.order_book_max` higher than 1 will increase the risk the stoploss on exchange is cancelled too early, since an eventual [stoploss on exchange](#understand-order_types) will be cancelled as soon as the order is placed.
-    Also, the sell order will remain on the exchange for `unfilledtimeout.sell` (or until it's filled) - which can lead to missed stoplosses (with or without using stoploss on exchange).
-
-!!! Warning "Order_book_max > 1 in dry-run"
-    Using `ask_strategy.order_book_max` higher than 1 will result in improper dry-run results (significantly better than real orders executed on exchange), since dry-run assumes orders to be filled almost instantly.
-    It is therefore advised to not use this setting for dry-runs.
-
-#### Sell price without Orderbook enabled
-
-When not using orderbook (`ask_strategy.use_order_book=False`), the price at the `ask_strategy.price_side` side (defaults to `"ask"`) from the ticker will be used as the sell price.
-
-### Market order pricing
-
-When using market orders, prices should be configured to use the "correct" side of the orderbook to allow realistic pricing detection.
-Assuming both buy and sell are using market orders, a configuration similar to the following might be used
-
-``` jsonc
-  "order_types": {
-    "buy": "market",
-    "sell": "market"
-    // ...
-  },
-  "bid_strategy": {
-    "price_side": "ask",
-    // ...
-  },
-  "ask_strategy":{
-    "price_side": "bid",
-    // ...
-  },
-```
-
-Obviously, if only one side is using limit orders, different pricing combinations can be used.
---8<-- "includes/pairlists.md"
-
-## Switch to Dry-run mode
+## Using Dry-run mode
 
 We recommend starting the bot in the Dry-run mode to see how your bot will
-behave and what is the performance of your strategy. In the Dry-run mode the
+behave and what is the performance of your strategy. In the Dry-run mode, the
 bot does not engage your money. It only runs a live simulation without
 creating trades on the exchange.
 
@@ -605,26 +495,29 @@ creating trades on the exchange.
 Once you will be happy with your bot performance running in the Dry-run mode, you can switch it to production mode.
 
 !!! Note
-    A simulated wallet is available during dry-run mode, and will assume a starting capital of `dry_run_wallet` (defaults to 1000).
+    A simulated wallet is available during dry-run mode and will assume a starting capital of `dry_run_wallet` (defaults to 1000).
 
 ### Considerations for dry-run
 
-* API-keys may or may not be provided. Only Read-Only operations (i.e. operations that do not alter account state) on the exchange are performed in the dry-run mode.
-* Wallets (`/balance`) are simulated.
+* API-keys may or may not be provided. Only Read-Only operations (i.e. operations that do not alter account state) on the exchange are performed in dry-run mode.
+* Wallets (`/balance`) are simulated based on `dry_run_wallet`.
 * Orders are simulated, and will not be posted to the exchange.
+* Market orders fill based on orderbook volume the moment the order is placed.
+* Limit orders fill once the price reaches the defined level - or time out based on `unfilledtimeout` settings.
 * In combination with `stoploss_on_exchange`, the stop_loss price is assumed to be filled.
 * Open orders (not trades, which are stored in the database) are reset on bot restart.
 
 ## Switch to production mode
 
-In production mode, the bot will engage your money. Be careful, since a wrong
-strategy can lose all your money. Be aware of what you are doing when
-you run it in production mode.
+In production mode, the bot will engage your money. Be careful, since a wrong strategy can lose all your money.
+Be aware of what you are doing when you run it in production mode.
+
+When switching to Production mode, please make sure to use a different / fresh database to avoid dry-run trades messing with your exchange money and eventually tainting your statistics.
 
 ### Setup your exchange account
 
 You will need to create API Keys (usually you get `key` and `secret`, some exchanges require an additional `password`) from the Exchange website and you'll need to insert this into the appropriate fields in the configuration or when asked by the `freqtrade new-config` command.
-API Keys are usually only required for live trading (trading for real money, bot running in "production mode", executing real orders on the exchange) and are not required for the bot running in dry-run (trade simulation) mode. When you setup the bot in dry-run mode, you may fill these fields with empty values.
+API Keys are usually only required for live trading (trading for real money, bot running in "production mode", executing real orders on the exchange) and are not required for the bot running in dry-run (trade simulation) mode. When you set up the bot in dry-run mode, you may fill these fields with empty values.
 
 ### To switch your bot in production mode
 
@@ -636,24 +529,35 @@ API Keys are usually only required for live trading (trading for real money, bot
 "dry_run": false,
 ```
 
-**Insert your Exchange API key (change them by fake api keys):**
+**Insert your Exchange API key (change them by fake API keys):**
 
 ```json
-"exchange": {
+{
+    "exchange": {
         "name": "bittrex",
         "key": "af8ddd35195e9dc500b9a6f799f6f5c93d89193b",
         "secret": "08a9dc6db3d7b53e1acebd9275677f4b0a04f1a5",
-        ...
+        //"password": "", // Optional, not needed by all exchanges)
+        // ...
+    }
+    //...
 }
 ```
 
 You should also make sure to read the [Exchanges](exchanges.md) section of the documentation to be aware of potential configuration details specific to your exchange.
 
+!!! Hint "Keep your secrets secret"
+    To keep your secrets secret, we recommend using a 2nd configuration for your API keys.
+    Simply use the above snippet in a new configuration file (e.g. `config-private.json`) and keep your settings in this file.
+    You can then start the bot with `freqtrade trade --config user_data/config.json --config user_data/config-private.json <...>` to have your keys loaded.
+
+    **NEVER** share your private configuration file or your exchange keys with anyone!
+
 ### Using proxy with Freqtrade
 
 To use a proxy with freqtrade, add the kwarg `"aiohttp_trust_env"=true` to the `"ccxt_async_kwargs"` dict in the exchange section of the configuration.
 
-An example for this can be found in `config_full.json.example`
+An example for this can be found in `config_examples/config_full.example.json`
 
 ``` json
 "ccxt_async_config": {
@@ -669,32 +573,6 @@ export HTTPS_PROXY="http://addr:port"
 freqtrade
 ```
 
-## Embedding Strategies
-
-Freqtrade provides you with with an easy way to embed the strategy into your configuration file.
-This is done by utilizing BASE64 encoding and providing this string at the strategy configuration field,
-in your chosen config file.
-
-### Encoding a string as BASE64
-
-This is a quick example, how to generate the BASE64 string in python
-
-```python
-from base64 import urlsafe_b64encode
-
-with open(file, 'r') as f:
-    content = f.read()
-content = urlsafe_b64encode(content.encode('utf-8'))
-```
-
-The variable 'content', will contain the strategy file in a BASE64 encoded form. Which can now be set in your configurations file as following
-
-```json
-"strategy": "NameOfStrategy:BASE64String"
-```
-
-Please ensure that 'NameOfStrategy' is identical to the strategy name!
-
 ## Next step
 
 Now you have configured your config.json, the next step is to [start your bot](bot-usage.md).

docs/data-download.md

@@ -8,11 +8,12 @@ If no additional parameter is specified, freqtrade will download data for `"1m"`
 Exchange and pairs will come from `config.json` (if specified using `-c/--config`).
 Otherwise `--exchange` becomes mandatory.
 
-You can use a relative timerange (`--days 20`) or an absolute starting point (`--timerange 20200101`). For incremental downloads, the relative approach should be used.
+You can use a relative timerange (`--days 20`) or an absolute starting point (`--timerange 20200101-`). For incremental downloads, the relative approach should be used.
 
 !!! Tip "Tip: Updating existing data"
-    If you already have backtesting data available in your data-directory and would like to refresh this data up to today, use `--days xx` with a number slightly higher than the missing number of days. Freqtrade will keep the available data and only download the missing data.
-    Be careful though: If the number is too small (which would result in a few missing days), the whole dataset will be removed and only xx days will be downloaded.
+    If you already have backtesting data available in your data-directory and would like to refresh this data up to today, freqtrade will automatically calculate the data missing for the existing pairs and the download will occur from the latest available point until "now", neither --days or --timerange parameters are required. Freqtrade will keep the available data and only download the missing data.
+    If you are updating existing data after inserting new pairs that you have no data for, use `--new-pairs-days xx` parameter. Specified number of days will be downloaded for new pairs while old pairs will be updated with missing data only.
+    If you use `--days xx` parameter alone - data for specified number of days will be downloaded for _all_ pairs. Be careful, if specified number of days is smaller than gap between now and last downloaded candle - freqtrade will delete all existing data to avoid gaps in candle data.
 
 ### Usage
 
@@ -20,8 +21,10 @@ You can use a relative timerange (`--days 20`) or an absolute starting point (`-
 usage: freqtrade download-data [-h] [-v] [--logfile FILE] [-V] [-c PATH]
                                [-d PATH] [--userdir PATH]
                                [-p PAIRS [PAIRS ...]] [--pairs-file FILE]
-                               [--days INT] [--timerange TIMERANGE]
-                               [--dl-trades] [--exchange EXCHANGE]
+                               [--days INT] [--new-pairs-days INT]
+                               [--include-inactive-pairs]
+                               [--timerange TIMERANGE] [--dl-trades]
+                               [--exchange EXCHANGE]
                                [-t {1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w,2w,1M,1y} [{1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w,2w,1M,1y} ...]]
                                [--erase]
                                [--data-format-ohlcv {json,jsongz,hdf5}]
@@ -30,10 +33,14 @@ usage: freqtrade download-data [-h] [-v] [--logfile FILE] [-V] [-c PATH]
 optional arguments:
   -h, --help            show this help message and exit
   -p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
-                        Show profits for only these pairs. Pairs are space-
+                        Limit command to these pairs. Pairs are space-
                         separated.
   --pairs-file FILE     File containing a list of pairs to download.
   --days INT            Download data for given number of days.
+  --new-pairs-days INT  Download data of new pairs for given number of days.
+                        Default: `None`.
+  --include-inactive-pairs
+                        Also download data from inactive pairs.
   --timerange TIMERANGE
                         Specify what timerange of data to use.
   --dl-trades           Download trades instead of OHLCV data. The bot will
@@ -76,6 +83,82 @@ Common arguments:
 
     For that reason, `download-data` does not care about the "startup-period" defined in a strategy. It's up to the user to download additional days if the backtest should start at a specific point in time (while respecting startup period).
 
+### Pairs file
+
+In alternative to the whitelist from `config.json`, a `pairs.json` file can be used.
+If you are using Binance for example:
+
+- create a directory `user_data/data/binance` and copy or create the `pairs.json` file in that directory.
+- update the `pairs.json` file to contain the currency pairs you are interested in.
+
+```bash
+mkdir -p user_data/data/binance
+touch user_data/data/binance/pairs.json
+```
+
+The format of the `pairs.json` file is a simple json list.
+Mixing different stake-currencies is allowed for this file, since it's only used for downloading.
+
+``` json
+[
+    "ETH/BTC",
+    "ETH/USDT",
+    "BTC/USDT",
+    "XRP/ETH"
+]
+```
+
+!!! Tip "Downloading all data for one quote currency"
+    Often, you'll want to download data for all pairs of a specific quote-currency. In such cases, you can use the following shorthand:
+    `freqtrade download-data --exchange binance --pairs .*/USDT <...>`. The provided "pairs" string will be expanded to contain all active pairs on the exchange.
+    To also download data for inactive (delisted) pairs, add `--include-inactive-pairs` to the command.
+
+??? Note "Permission denied errors"
+    If your configuration directory `user_data` was made by docker, you may get the following error:
+
+    ```
+    cp: cannot create regular file 'user_data/data/binance/pairs.json': Permission denied
+    ```
+
+    You can fix the permissions of your user-data directory as follows:
+
+    ```
+    sudo chown -R $UID:$GID user_data
+    ```
+
+### Start download
+
+Then run:
+
+```bash
+freqtrade download-data --exchange binance
+```
+
+This will download historical candle (OHLCV) data for all the currency pairs you defined in `pairs.json`.
+
+Alternatively, specify the pairs directly
+
+```bash
+freqtrade download-data --exchange binance --pairs ETH/USDT XRP/USDT BTC/USDT
+```
+
+or as regex (to download all active USDT pairs)
+
+```bash
+freqtrade download-data --exchange binance --pairs .*/USDT
+```
+
+### Other Notes
+
+- To use a different directory than the exchange specific default, use `--datadir user_data/data/some_directory`.
+- To change the exchange used to download the historical data from, please use a different configuration file (you'll probably need to adjust rate limits etc.)
+- To use `pairs.json` from some other directory, use `--pairs-file some_other_dir/pairs.json`.
+- To download historical candle (OHLCV) data for only 10 days, use `--days 10` (defaults to 30 days).
+- To download historical candle (OHLCV) data from a fixed starting point, use `--timerange 20200101-` - which will download all data from January 1st, 2020. Eventually set end dates are ignored.
+- Use `--timeframes` to specify what timeframe download the historical candle (OHLCV) data for. Default is `--timeframes 1m 5m` which will download 1-minute and 5-minute data.
+- To use exchange, timeframe and list of pairs as defined in your configuration file, use the `-c/--config` option. With this, the script uses the whitelist defined in the config as the list of currency pairs to download data for and does not require the pairs.json file. You can combine `-c/--config` with most other options.
+
+
 ### Data format
 
 Freqtrade currently supports 3 data-formats for both OHLCV and trades data:
@@ -200,6 +283,61 @@ It'll also remove original jsongz data files (`--erase` parameter).
 freqtrade convert-trade-data --format-from jsongz --format-to json --datadir ~/.freqtrade/data/kraken --erase
 ```
 
+### Sub-command trades to ohlcv
+
+When you need to use `--dl-trades` (kraken only) to download data, conversion of trades data to ohlcv data is the last step.
+This command will allow you to repeat this last step for additional timeframes without re-downloading the data.
+
+```
+usage: freqtrade trades-to-ohlcv [-h] [-v] [--logfile FILE] [-V] [-c PATH]
+                                 [-d PATH] [--userdir PATH]
+                                 [-p PAIRS [PAIRS ...]]
+                                 [-t {1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w,2w,1M,1y} [{1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w,2w,1M,1y} ...]]
+                                 [--exchange EXCHANGE]
+                                 [--data-format-ohlcv {json,jsongz,hdf5}]
+                                 [--data-format-trades {json,jsongz,hdf5}]
+
+optional arguments:
+  -h, --help            show this help message and exit
+  -p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
+                        Limit command to these pairs. Pairs are space-
+                        separated.
+  -t {1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w,2w,1M,1y} [{1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w,2w,1M,1y} ...], --timeframes {1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w,2w,1M,1y} [{1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w,2w,1M,1y} ...]
+                        Specify which tickers to download. Space-separated
+                        list. Default: `1m 5m`.
+  --exchange EXCHANGE   Exchange name (default: `bittrex`). Only valid if no
+                        config is provided.
+  --data-format-ohlcv {json,jsongz,hdf5}
+                        Storage format for downloaded candle (OHLCV) data.
+                        (default: `json`).
+  --data-format-trades {json,jsongz,hdf5}
+                        Storage format for downloaded trades data. (default:
+                        `jsongz`).
+
+Common arguments:
+  -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
+  --logfile FILE        Log to the file specified. Special values are:
+                        'syslog', 'journald'. See the documentation for more
+                        details.
+  -V, --version         show program's version number and exit
+  -c PATH, --config PATH
+                        Specify configuration file (default:
+                        `userdir/config.json` or `config.json` whichever
+                        exists). Multiple --config options may be used. Can be
+                        set to `-` to read config from stdin.
+  -d PATH, --datadir PATH
+                        Path to directory with historical backtesting data.
+  --userdir PATH, --user-data-dir PATH
+                        Path to userdata directory.
+
+```
+
+#### Example trade-to-ohlcv conversion
+
+``` bash
+freqtrade trades-to-ohlcv --exchange kraken -t 5m 1h 1d --pairs BTC/EUR ETH/EUR
+```
+
 ### Sub-command list-data
 
 You can get a list of downloaded data using the `list-data` sub-command.
@@ -253,52 +391,6 @@ ETH/BTC     5m, 15m, 30m, 1h, 2h, 4h, 6h, 12h, 1d
 ETH/USDT    5m, 15m, 30m, 1h, 2h, 4h
 ```
 
-### Pairs file
-
-In alternative to the whitelist from `config.json`, a `pairs.json` file can be used.
-
-If you are using Binance for example:
-
-- create a directory `user_data/data/binance` and copy or create the `pairs.json` file in that directory.
-- update the `pairs.json` file to contain the currency pairs you are interested in.
-
-```bash
-mkdir -p user_data/data/binance
-cp freqtrade/tests/testdata/pairs.json user_data/data/binance
-```
-
-The format of the `pairs.json` file is a simple json list.
-Mixing different stake-currencies is allowed for this file, since it's only used for downloading.
-
-``` json
-[
-    "ETH/BTC",
-    "ETH/USDT",
-    "BTC/USDT",
-    "XRP/ETH"
-]
-```
-
-### Start download
-
-Then run:
-
-```bash
-freqtrade download-data --exchange binance
-```
-
-This will download historical candle (OHLCV) data for all the currency pairs you defined in `pairs.json`.
-
-### Other Notes
-
-- To use a different directory than the exchange specific default, use `--datadir user_data/data/some_directory`.
-- To change the exchange used to download the historical data from, please use a different configuration file (you'll probably need to adjust rate limits etc.)
-- To use `pairs.json` from some other directory, use `--pairs-file some_other_dir/pairs.json`.
-- To download historical candle (OHLCV) data for only 10 days, use `--days 10` (defaults to 30 days).
-- To download historical candle (OHLCV) data from a fixed starting point, use `--timerange 20200101-` - which will download all data from January 1st, 2020. Eventually set end dates are ignored.
-- Use `--timeframes` to specify what timeframe download the historical candle (OHLCV) data for. Default is `--timeframes 1m 5m` which will download 1-minute and 5-minute data.
-- To use exchange, timeframe and list of pairs as defined in your configuration file, use the `-c/--config` option. With this, the script uses the whitelist defined in the config as the list of currency pairs to download data for and does not require the pairs.json file. You can combine `-c/--config` with most other options.
-
 ### Trades (tick) data
 
 By default, `download-data` sub-command downloads Candles (OHLCV) data. Some exchanges also provide historic trade-data via their API.
@@ -308,10 +400,13 @@ Since this data is large by default, the files use gzip by default. They are sto
 
 To use this mode, simply add `--dl-trades` to your call. This will swap the download method to download trades, and resamples the data locally.
 
+!!! Warning "do not use"
+    You should not use this unless you're a kraken user. Most other exchanges provide OHLCV data with sufficient history.
+
 Example call:
 
 ```bash
-freqtrade download-data --exchange binance --pairs XRP/ETH ETH/BTC --days 20 --dl-trades
+freqtrade download-data --exchange kraken --pairs XRP/EUR ETH/EUR --days 20 --dl-trades
 ```
 
 !!! Note

docs/deprecated.md

@@ -33,3 +33,13 @@ The old section of configuration parameters (`"pairlist"`) has been deprecated i
 ### deprecation of bidVolume and askVolume from volume-pairlist
 
 Since only quoteVolume can be compared between assets, the other options (bidVolume, askVolume) have been deprecated in 2020.4, and have been removed in 2020.9.
+
+### Using order book steps for sell price
+
+Using `order_book_min` and `order_book_max` used to allow stepping the orderbook and trying to find the next ROI slot - trying to place sell-orders early.
+As this does however increase risk and provides no benefit, it's been removed for maintainability purposes in 2021.7.
+
+### Legacy Hyperopt mode
+
+Using separate hyperopt files was deprecated in 2021.4 and was removed in 2021.9.
+Please switch to the new [Parametrized Strategies](hyperopt.md) to benefit from the new hyperopt interface.

docs/developer.md

@@ -2,13 +2,13 @@
 
 This page is intended for developers of Freqtrade, people who want to contribute to the Freqtrade codebase or documentation, or people who want to understand the source code of the application they're running.
 
-All contributions, bug reports, bug fixes, documentation improvements, enhancements and ideas are welcome. We [track issues](https://github.com/freqtrade/freqtrade/issues) on [GitHub](https://github.com) and also have a dev channel in [slack](https://join.slack.com/t/highfrequencybot/shared_invite/enQtNjU5ODcwNjI1MDU3LTU1MTgxMjkzNmYxNWE1MDEzYzQ3YmU4N2MwZjUyNjJjODRkMDVkNjg4YTAyZGYzYzlhOTZiMTE4ZjQ4YzM0OGE) where you can ask questions.
+All contributions, bug reports, bug fixes, documentation improvements, enhancements and ideas are welcome. We [track issues](https://github.com/freqtrade/freqtrade/issues) on [GitHub](https://github.com) and also have a dev channel on [discord](https://discord.gg/p7nuUNVfP7) where you can ask questions.
 
 ## Documentation
 
 Documentation is available at [https://freqtrade.io](https://www.freqtrade.io/) and needs to be provided with every new feature PR.
 
-Special fields for the documentation (like Note boxes, ...) can be found [here](https://squidfunk.github.io/mkdocs-material/extensions/admonition/).
+Special fields for the documentation (like Note boxes, ...) can be found [here](https://squidfunk.github.io/mkdocs-material/reference/admonitions/).
 
 To test the documentation locally use the following commands.
 
@@ -94,7 +94,9 @@ Below is an outline of exception inheritance hierarchy:
 +---+ StrategyError
 ```
 
-## Modules
+---
+
+## Plugins
 
 ### Pairlists
 
@@ -119,6 +121,9 @@ The base-class provides an instance of the exchange (`self._exchange`) the pairl
         self._pairlist_pos = pairlist_pos
 ```
 
+!!! Tip
+    Don't forget to register your pairlist in `constants.py` under the variable `AVAILABLE_PAIRLISTS` - otherwise it will not be selectable.
+
 Now, let's step through the methods which require actions:
 
 #### Pairlist configuration
@@ -170,13 +175,83 @@ In `VolumePairList`, this implements different methods of sorting, does early va
         return pairs
 ```
 
+### Protections
+
+Best read the [Protection documentation](plugins.md#protections) to understand protections.
+This Guide is directed towards Developers who want to develop a new protection.
+
+No protection should use datetime directly, but use the provided `date_now` variable for date calculations. This preserves the ability to backtest protections.
+
+!!! Tip "Writing a new Protection"
+    Best copy one of the existing Protections to have a good example.
+    Don't forget to register your protection in `constants.py` under the variable `AVAILABLE_PROTECTIONS` - otherwise it will not be selectable.
+
+#### Implementation of a new protection
+
+All Protection implementations must have `IProtection` as parent class.
+For that reason, they must implement the following methods:
+
+* `short_desc()`
+* `global_stop()`
+* `stop_per_pair()`.
+
+`global_stop()` and `stop_per_pair()` must return a ProtectionReturn tuple, which consists of:
+
+* lock pair - boolean
+* lock until - datetime - until when should the pair be locked (will be rounded up to the next new candle)
+* reason - string, used for logging and storage in the database
+
+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.
+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.
+
+#### Global vs. local stops
+
+Protections can have 2 different ways to stop trading for a limited :
+
+* Per pair (local)
+* For all Pairs (globally)
+
+##### Protections - per pair
+
+Protections that implement the per pair approach must set `has_local_stop=True`.
+The method `stop_per_pair()` will be called whenever a trade closed (sell order completed).
+
+##### Protections - global protection
+
+These Protections should do their evaluation across all pairs, and consequently will also lock all pairs from trading (called a global PairLock).
+Global protection must set `has_global_stop=True` to be evaluated for global stops.
+The method `global_stop()` will be called whenever a trade closed (sell order completed).
+
+##### Protections - calculating lock end time
+
+Protections should calculate the lock end time based on the last trade it considers.
+This avoids re-locking should the lookback-period be longer than the actual lock period.
+
+The `IProtection` parent class provides a helper method for this in `calculate_lock_end()`.
+
+---
+
 ## Implement a new Exchange (WIP)
 
 !!! Note
     This section is a Work in Progress and is not a complete guide on how to test a new exchange with Freqtrade.
 
+!!! Note
+    Make sure to use an up-to-date version of CCXT before running any of the below tests.
+    You can get the latest version of ccxt by running `pip install -U ccxt` with activated virtual environment.
+    Native docker is not supported for these tests, however the available dev-container will support all required actions and eventually necessary changes.
+
 Most exchanges supported by CCXT should work out of the box.
 
+To quickly test the public endpoints of an exchange, add a configuration for your exchange to `test_ccxt_compat.py` and run these tests with `pytest --longrun tests/exchange/test_ccxt_compat.py`.
+Completing these tests successfully a good basis point (it's a requirement, actually), however these won't guarantee correct exchange functioning, as this only tests public endpoints, but no private endpoint (like generate order or similar).
+
+Also try to use `freqtrade download-data` for an extended timerange and verify that the data downloaded correctly (no holes, the specified timerange was actually downloaded).
+
 ### Stoploss On Exchange
 
 Check if the new exchange supports Stoploss on Exchange orders through their API.

docs/docker.md

@@ -1,201 +0,0 @@
-## Freqtrade with docker without docker-compose
-
-!!! Warning
-    The below documentation is provided for completeness and assumes that you are familiar with running docker containers. If you're just starting out with Docker, we recommend to follow the [Quickstart](docker.md) instructions.
-
-### Download the official Freqtrade docker image
-
-Pull the image from docker hub.
-
-Branches / tags available can be checked out on [Dockerhub tags page](https://hub.docker.com/r/freqtradeorg/freqtrade/tags/).
-
-```bash
-docker pull freqtradeorg/freqtrade:stable
-# Optionally tag the repository so the run-commands remain shorter
-docker tag freqtradeorg/freqtrade:stable freqtrade
-```
-
-To update the image, simply run the above commands again and restart your running container.
-
-Should you require additional libraries, please [build the image yourself](#build-your-own-docker-image).
-
-!!! Note "Docker image update frequency"
-    The official docker images with tags `stable`, `develop` and `latest` are automatically rebuild once a week to keep the base image up-to-date.
-    In addition to that, every merge to `develop` will trigger a rebuild for `develop` and `latest`.
-
-### Prepare the configuration files
-
-Even though you will use docker, you'll still need some files from the github repository.
-
-#### Clone the git repository
-
-Linux/Mac/Windows with WSL
-
-```bash
-git clone https://github.com/freqtrade/freqtrade.git
-```
-
-Windows with docker
-
-```bash
-git clone --config core.autocrlf=input https://github.com/freqtrade/freqtrade.git
-```
-
-#### Copy `config.json.example` to `config.json`
-
-```bash
-cd freqtrade
-cp -n config.json.example config.json
-```
-
-> To understand the configuration options, please refer to the [Bot Configuration](configuration.md) page.
-
-#### Create your database file
-
-=== "Dry-Run"
-    ``` bash
-    touch tradesv3.dryrun.sqlite
-    ```
-
-=== "Production"
-    ``` bash
-    touch tradesv3.sqlite
-    ```
-
-
-!!! Warning "Database File Path"
-    Make sure to use the path to the correct database file when starting the bot in Docker.
-
-### Build your own Docker image
-
-Best start by pulling the official docker image from dockerhub as explained [here](#download-the-official-docker-image) to speed up building.
-
-To add additional libraries to your docker image, best check out [Dockerfile.technical](https://github.com/freqtrade/freqtrade/blob/develop/docker/Dockerfile.technical) which adds the [technical](https://github.com/freqtrade/technical) module to the image.
-
-```bash
-docker build -t freqtrade -f docker/Dockerfile.technical .
-```
-
-If you are developing using Docker, use `docker/Dockerfile.develop` to build a dev Docker image, which will also set up develop dependencies:
-
-```bash
-docker build -f docker/Dockerfile.develop -t freqtrade-dev .
-```
-
-!!! Warning "Include your config file manually"
-    For security reasons, your configuration file will not be included in the image, you will need to bind mount it. It is also advised to bind mount an SQLite database file (see [5. Run a restartable docker image](#run-a-restartable-docker-image)") to keep it between  updates.
-
-#### Verify the Docker image
-
-After the build process you can verify that the image was created with:
-
-```bash
-docker images
-```
-
-The output should contain the freqtrade image.
-
-### Run the Docker image
-
-You can run a one-off container that is immediately deleted upon exiting with the following command (`config.json` must be in the current working directory):
-
-```bash
-docker run --rm -v `pwd`/config.json:/freqtrade/config.json -it freqtrade
-```
-
-!!! Warning
-    In this example, the database will be created inside the docker instance and will be lost when you refresh your image.
-
-#### Adjust timezone
-
-By default, the container will use UTC timezone.
-If you would like to change the timezone use the following commands:
-
-=== "Linux"
-    ``` bash
-    -v /etc/timezone:/etc/timezone:ro
-
-    # Complete command:
-    docker run --rm -v /etc/timezone:/etc/timezone:ro -v `pwd`/config.json:/freqtrade/config.json -it freqtrade
-    ```
-
-=== "MacOS"
-    ```bash
-    docker run --rm -e TZ=`ls -la /etc/localtime | cut -d/ -f8-9` -v `pwd`/config.json:/freqtrade/config.json -it freqtrade
-    ```
-
-!!! Note "MacOS Issues"
-    The OSX Docker versions after 17.09.1 have a known issue whereby `/etc/localtime` cannot be shared causing Docker to not start.<br>
-    A work-around for this is to start with the MacOS command above
-    More information on this docker issue and work-around can be read [here](https://github.com/docker/for-mac/issues/2396).
-
-### Run a restartable docker image
-
-To run a restartable instance in the background (feel free to place your configuration and database files wherever it feels comfortable on your filesystem).
-
-#### 1. Move your config file and database
-
-The following will assume that you place your configuration / database files to `~/.freqtrade`, which is a hidden directory in your home directory. Feel free to use a different directory and replace the directory in the upcomming commands.
-
-```bash
-mkdir ~/.freqtrade
-mv config.json ~/.freqtrade
-mv tradesv3.sqlite ~/.freqtrade
-```
-
-#### 2. Run the docker image
-
-```bash
-docker run -d \
-  --name freqtrade \
-  -v ~/.freqtrade/config.json:/freqtrade/config.json \
-  -v ~/.freqtrade/user_data/:/freqtrade/user_data \
-  -v ~/.freqtrade/tradesv3.sqlite:/freqtrade/tradesv3.sqlite \
-  freqtrade trade --db-url sqlite:///tradesv3.sqlite --strategy MyAwesomeStrategy
-```
-
-!!! Note
-    When using docker, it's best to specify `--db-url` explicitly to ensure that the database URL and the mounted database file match.
-
-!!! Note
-    All available bot command line parameters can be added to the end of the `docker run` command.
-
-!!! Note
-    You can define a [restart policy](https://docs.docker.com/config/containers/start-containers-automatically/) in docker. It can be useful in some cases to use the `--restart unless-stopped` flag (crash of freqtrade or reboot of your system).
-
-### Monitor your Docker instance
-
-You can use the following commands to monitor and manage your container:
-
-```bash
-docker logs freqtrade
-docker logs -f freqtrade
-docker restart freqtrade
-docker stop freqtrade
-docker start freqtrade
-```
-
-For more information on how to operate Docker, please refer to the [official Docker documentation](https://docs.docker.com/).
-
-!!! Note
-    You do not need to rebuild the image for configuration changes, it will suffice to edit `config.json` and restart the container.
-
-### Backtest with docker
-
-The following assumes that the download/setup of the docker image have been completed successfully.
-Also, backtest-data should be available at `~/.freqtrade/user_data/`.
-
-```bash
-docker run -d \
-  --name freqtrade \
-  -v /etc/localtime:/etc/localtime:ro \
-  -v ~/.freqtrade/config.json:/freqtrade/config.json \
-  -v ~/.freqtrade/tradesv3.sqlite:/freqtrade/tradesv3.sqlite \
-  -v ~/.freqtrade/user_data/:/freqtrade/user_data/ \
-  freqtrade backtesting --strategy AwsomelyProfitableStrategy
-```
-
-Head over to the [Backtesting Documentation](backtesting.md) for more details.
-
-!!! Note
-    Additional bot command line parameters can be appended after the image name (`freqtrade` in the above example).

docs/docker_quickstart.md

@@ -1,5 +1,7 @@
 # Using Freqtrade with Docker
 
+This page explains how to run the bot with Docker. It is not meant to work out of the box. You'll still need to read through the documentation and understand how to properly configure it.
+
 ## Install Docker
 
 Start by downloading and installing Docker CE for your platform:
@@ -8,13 +10,11 @@ Start by downloading and installing Docker CE for your platform:
 * [Windows](https://docs.docker.com/docker-for-windows/install/)
 * [Linux](https://docs.docker.com/install/)
 
-Optionally, [`docker-compose`](https://docs.docker.com/compose/install/) should be installed and available to follow the [docker quick start guide](#docker-quick-start).
-
-Once you have Docker installed, simply prepare the config file (e.g. `config.json`) and run the image for `freqtrade` as explained below.
+To simplify running freqtrade, [`docker-compose`](https://docs.docker.com/compose/install/) should be installed and available to follow the below [docker quick start guide](#docker-quick-start).
 
 ## Freqtrade with docker-compose
 
-Freqtrade provides an official Docker image on [Dockerhub](https://hub.docker.com/r/freqtradeorg/freqtrade/), as well as a [docker-compose file](https://github.com/freqtrade/freqtrade/blob/develop/docker-compose.yml) ready for usage.
+Freqtrade provides an official Docker image on [Dockerhub](https://hub.docker.com/r/freqtradeorg/freqtrade/), as well as a [docker-compose file](https://github.com/freqtrade/freqtrade/blob/stable/docker-compose.yml) ready for usage.
 
 !!! Note
     - The following section assumes that `docker` and `docker-compose` are installed and available to the logged in user.
@@ -22,48 +22,23 @@ Freqtrade provides an official Docker image on [Dockerhub](https://hub.docker.co
 
 ### Docker quick start
 
-Create a new directory and place the [docker-compose file](https://github.com/freqtrade/freqtrade/blob/develop/docker-compose.yml) in this directory.
+Create a new directory and place the [docker-compose file](https://raw.githubusercontent.com/freqtrade/freqtrade/stable/docker-compose.yml) in this directory.
 
-=== "PC/MAC/Linux"
-    ``` bash
-    mkdir ft_userdata
-    cd ft_userdata/
-    # Download the docker-compose file from the repository
-    curl https://raw.githubusercontent.com/freqtrade/freqtrade/stable/docker-compose.yml -o docker-compose.yml
+``` bash
+mkdir ft_userdata
+cd ft_userdata/
+# Download the docker-compose file from the repository
+curl https://raw.githubusercontent.com/freqtrade/freqtrade/stable/docker-compose.yml -o docker-compose.yml
 
-    # Pull the freqtrade image
-    docker-compose pull
+# Pull the freqtrade image
+docker-compose pull
 
-    # Create user directory structure
-    docker-compose run --rm freqtrade create-userdir --userdir user_data
+# Create user directory structure
+docker-compose run --rm freqtrade create-userdir --userdir user_data
 
-    # Create configuration - Requires answering interactive questions
-    docker-compose run --rm freqtrade new-config --config user_data/config.json
-    ```
-
-=== "RaspberryPi"
-    ``` bash
-    mkdir ft_userdata
-    cd ft_userdata/
-    # Download the docker-compose file from the repository
-    curl https://raw.githubusercontent.com/freqtrade/freqtrade/stable/docker-compose.yml -o docker-compose.yml
-
-    # Pull the freqtrade image
-    docker-compose pull
-
-    # Create user directory structure
-    docker-compose run --rm freqtrade create-userdir --userdir user_data
-
-    # Create configuration - Requires answering interactive questions
-    docker-compose run --rm freqtrade new-config --config user_data/config.json
-    ```
-
-    !!! Note "Change your docker Image"
-        You have to change the docker image in the docker-compose file for your Raspberry build to work properly.
-        ``` yml
-        image: freqtradeorg/freqtrade:stable_pi
-        # image: freqtradeorg/freqtrade:develop_pi
-        ```
+# Create configuration - Requires answering interactive questions
+docker-compose run --rm freqtrade new-config --config user_data/config.json
+```
 
 The above snippet creates a new directory called `ft_userdata`, downloads the latest compose file and pulls the freqtrade image.
 The last 2 steps in the snippet create the directory with `user_data`, as well as (interactively) the default configuration based on your selections.
@@ -71,19 +46,20 @@ The last 2 steps in the snippet create the directory with `user_data`, as well a
 !!! Question "How to edit the bot configuration?"
     You can edit the configuration at any time, which is available as `user_data/config.json` (within the directory `ft_userdata`) when using the above configuration.
 
-    You can also change the both Strategy and commands by editing the `docker-compose.yml` file.
+    You can also change the both Strategy and commands by editing the command section of your `docker-compose.yml` file.
 
 #### Adding a custom strategy
 
 1. The configuration is now available as `user_data/config.json`
 2. Copy a custom strategy to the directory `user_data/strategies/`
-3. add the Strategy' class name to the `docker-compose.yml` file
+3. Add the Strategy' class name to the `docker-compose.yml` file
 
 The `SampleStrategy` is run by default.
 
-!!! Warning "`SampleStrategy` is just a demo!"
+!!! Danger "`SampleStrategy` is just a demo!"
     The `SampleStrategy` is there for your reference and give you ideas for your own strategy.
-    Please always backtest the strategy and use dry-run for some time before risking real money!
+    Please always backtest your strategy and use dry-run for some time before risking real money!
+    You will find more information about Strategy development in the [Strategy documentation](strategy-customization.md).
 
 Once this is done, you're ready to launch the bot in trading mode (Dry-run or Live-trading, depending on your answer to the corresponding question you made above).
 
@@ -91,18 +67,38 @@ Once this is done, you're ready to launch the bot in trading mode (Dry-run or Li
 docker-compose up -d
 ```
 
+!!! Warning "Default configuration"
+    While the configuration generated will be mostly functional, you will still need to verify that all options correspond to what you want (like Pricing, pairlist, ...) before starting the bot.
+
+#### Accessing the UI
+
+If you've selected to enable FreqUI in the `new-config` step, you will have freqUI available at port `localhost:8080`.
+
+You can now access the UI by typing localhost:8080 in your browser.
+
+??? Note "UI Access on a remote servers"
+    If you're running on a VPS, you should consider using either a ssh tunnel, or setup a VPN (openVPN, wireguard) to connect to your bot.
+    This will ensure that freqUI is not directly exposed to the internet, which is not recommended for security reasons (freqUI does not support https out of the box).
+    Setup of these tools is not part of this tutorial, however many good tutorials can be found on the internet.
+    Please also read the [API configuration with docker](rest-api.md#configuration-with-docker) section to learn more about this configuration.
+
+#### Monitoring the bot
+
+You can check for running instances with `docker-compose ps`.
+This should list the service `freqtrade` as `running`. If that's not the case, best check the logs (see next point).
+
 #### Docker-compose logs
 
-Logs will be located at: `user_data/logs/freqtrade.log`. 
-You can check the latest log with the command `docker-compose logs -f`.
+Logs will be written to: `user_data/logs/freqtrade.log`.  
+You can also check the latest log with the command `docker-compose logs -f`.
 
 #### Database
 
-The database will be at: `user_data/tradesv3.sqlite`
+The database will be located at: `user_data/tradesv3.sqlite`
 
 #### Updating freqtrade with docker-compose
 
-To update freqtrade when using `docker-compose` is as simple as running the following 2 commands:
+Updating freqtrade when using `docker-compose` is as simple as running the following 2 commands:
 
 ``` bash
 # Download the latest image
@@ -120,10 +116,15 @@ This will first pull the latest image, and will then restart the container with
 
 Advanced users may edit the docker-compose file further to include all possible options or arguments.
 
-All possible freqtrade arguments will be available by running `docker-compose run --rm freqtrade <command> <optional arguments>`.
+All freqtrade arguments will be available by running `docker-compose run --rm freqtrade <command> <optional arguments>`.
+
+!!! Warning "`docker-compose` for trade commands"
+    Trade commands (`freqtrade trade <...>`) should not be ran via `docker-compose run` - but should use `docker-compose up -d` instead.
+    This makes sure that the container is properly started (including port forwardings) and will make sure that the container will restart after a system reboot.
+    If you intend to use freqUI, please also ensure to adjust the [configuration accordingly](rest-api.md#configuration-with-docker), otherwise the UI will not be available.
 
 !!! Note "`docker-compose run --rm`"
-    Including `--rm` will clean up the container after completion, and is highly recommended for all modes except trading mode (running with `freqtrade trade` command).
+    Including `--rm` will remove the container after completion, and is highly recommended for all modes except trading mode (running with `freqtrade trade` command).
 
 #### Example: Download data with docker-compose
 
@@ -147,8 +148,8 @@ Head over to the [Backtesting Documentation](backtesting.md) to learn more.
 
 ### Additional dependencies with docker-compose
 
-If your strategy requires dependencies not included in the default image (like [technical](https://github.com/freqtrade/technical)) - it will be necessary to build the image on your host.
-For this, please create a Dockerfile containing installation steps for the additional dependencies (have a look at [docker/Dockerfile.technical](https://github.com/freqtrade/freqtrade/blob/develop/docker/Dockerfile.technical) for an example).
+If your strategy requires dependencies not included in the default image - it will be necessary to build the image on your host.
+For this, please create a Dockerfile containing installation steps for the additional dependencies (have a look at [docker/Dockerfile.custom](https://github.com/freqtrade/freqtrade/blob/develop/docker/Dockerfile.custom) for an example).
 
 You'll then also need to modify the `docker-compose.yml` file and uncomment the build step, as well as rename the image to avoid naming collisions.
 
@@ -159,9 +160,9 @@ You'll then also need to modify the `docker-compose.yml` file and uncomment the
       dockerfile: "./Dockerfile.<yourextension>"
 ```
 
-You can then run `docker-compose build` to build the docker image, and run it using the commands described above.
+You can then run `docker-compose build --pull` to build the docker image, and run it using the commands described above.
 
-## Plotting with docker-compose
+### Plotting with docker-compose
 
 Commands `freqtrade plot-profit` and `freqtrade plot-dataframe` ([Documentation](plotting.md)) are available by changing the image to `*_plot` in your docker-compose.yml file.
 You can then use these commands as follows:
@@ -172,20 +173,39 @@ docker-compose run --rm freqtrade plot-dataframe --strategy AwesomeStrategy -p B
 
 The output will be stored in the `user_data/plot` directory, and can be opened with any modern browser.
 
-## Data analayis using docker compose
+### Data analysis using docker compose
 
 Freqtrade provides a docker-compose file which starts up a jupyter lab server.
 You can run this server using the following command:
 
 ``` bash
-docker-compose --rm -f docker/docker-compose-jupyter.yml up
+docker-compose -f docker/docker-compose-jupyter.yml up
 ```
 
-This will create a dockercontainer running jupyter lab, which will be accessible using `https://127.0.0.1:8888/lab`.
+This will create a docker-container running jupyter lab, which will be accessible using `https://127.0.0.1:8888/lab`.
 Please use the link that's printed in the console after startup for simplified login.
 
-Since part of this image is built on your machine, it is recommended to rebuild the image from time to time to keep freqtrade (and dependencies) uptodate.
+Since part of this image is built on your machine, it is recommended to rebuild the image from time to time to keep freqtrade (and dependencies) up-to-date.
 
 ``` bash
 docker-compose -f docker/docker-compose-jupyter.yml build --no-cache
 ```
+
+## Troubleshooting
+
+### Docker on Windows
+
+* Error: `"Timestamp for this request is outside of the recvWindow."`
+  * The market api requests require a synchronized clock but the time in the docker container shifts a bit over time into the past.
+    To fix this issue temporarily you need to run `wsl --shutdown` and restart docker again (a popup on windows 10 will ask you to do so).
+    A permanent solution is either to host the docker container on a linux host or restart the wsl from time to time with the scheduler.
+
+    ``` bash
+    taskkill /IM "Docker Desktop.exe" /F
+    wsl --shutdown
+    start "" "C:\Program Files\Docker\Docker\Docker Desktop.exe"
+    ```
+
+!!! Warning
+    Due to the above, we do not recommend the usage of docker on windows for production setups, but only for experimentation, datadownload and backtesting.
+    Best use a linux-VPS for running freqtrade reliably.

docs/edge.md

@@ -1,19 +1,20 @@
 # Edge positioning
 
-The `Edge Positioning` module uses probability to calculate your win rate and risk reward ration. It will use these statistics to control your strategy trade entry points, position side and, stoploss. 
+The `Edge Positioning` module uses probability to calculate your win rate and risk reward ratio. It will use these statistics to control your strategy trade entry points, position size and, stoploss.
 
 !!! Warning
-    `Edge positioning` is not compatible with dynamic (volume-based) whitelist.
+    When using `Edge positioning` with a dynamic whitelist (VolumePairList), make sure to also use `AgeFilter` and set it to at least `calculate_since_number_of_days` to avoid problems with missing data.
 
 !!! Note
     `Edge Positioning` only considers *its own* buy/sell/stoploss signals. It ignores the stoploss, trailing stoploss, and ROI settings in the strategy configuration file.
     `Edge Positioning` improves the performance of some trading strategies and *decreases* the performance of others.
 
+
 ## Introduction
 
 Trading strategies are not perfect. They are frameworks that are susceptible to the market and its indicators. Because the market is not at all predictable, sometimes a strategy will win and sometimes the same strategy will lose.
 
-To obtain an edge in the market, a strategy has to make more money than it loses. Making money in trading is not only about *how often* the strategy makes or loses money. 
+To obtain an edge in the market, a strategy has to make more money than it loses. Making money in trading is not only about *how often* the strategy makes or loses money.
 
 !!! tip "It doesn't matter how often, but how much!"
     A bad strategy might make 1 penny in *ten* transactions but lose 1 dollar in *one* transaction. If one only checks the number of winning trades, it would be misleading to think that the strategy is actually making a profit.
@@ -23,8 +24,8 @@ The Edge Positioning module seeks to improve a strategy's winning probability an
 We raise the following question[^1]:
 
 !!! Question "Which trade is a better option?"
-    a) A trade with 80% of chance of losing $100 and 20% chance of winning $200<br/>
-    b) A trade with 100% of chance of losing $30
+    a) A trade with 80% of chance of losing 100\$ and 20% chance of winning 200\$<br/>
+    b) A trade with 100% of chance of losing 30\$
 
 ???+ Info "Answer"
     The expected value of *a)* is smaller than the expected value of *b)*.<br/>
@@ -34,8 +35,8 @@ We raise the following question[^1]:
 Another way to look at it is to ask a similar question:
 
 !!! Question "Which trade is a better option?"
-    a) A trade with 80% of chance of winning 100 and 20% chance of losing $200<br/>
-    b) A trade with 100% of chance of winning $30
+    a) A trade with 80% of chance of winning 100\$ and 20% chance of losing 200\$<br/>
+    b) A trade with 100% of chance of winning 30\$
 
 Edge positioning tries to answer the hard questions about risk/reward and position size automatically, seeking to minimizes the chances of losing of a given strategy.
 
@@ -55,7 +56,7 @@ Similarly, we can discover the set of losing trades $T_{lose}$ as follows:
 $$ T_{lose} = \{o \in O | o \leq 0\} $$
 
 !!! Example
-    In a section where a strategy made three transactions $O = \{3.5, -1, 15, 0\}$:<br>
+    In a section where a strategy made four transactions $O = \{3.5, -1, 15, 0\}$:<br>
     $T_{win} = \{3.5, 15\}$<br>
     $T_{lose} = \{-1, 0\}$<br>
 
@@ -82,7 +83,7 @@ Risk Reward Ratio ($R$) is a formula used to measure the expected gains of a giv
 $$ R = \frac{\text{potential_profit}}{\text{potential_loss}} $$
 
 ???+ Example "Worked example of $R$ calculation"
-    Let's say that you think that the price of *stonecoin* today is $10.0. You believe that, because they will start mining stonecoin, it will go up to $15.0 tomorrow. There is the risk that the stone is too hard, and the GPUs can't mine it, so the price might go to $0 tomorrow. You are planning to invest $100, which will give you 10 shares (100 / 10).
+    Let's say that you think that the price of *stonecoin* today is 10.0\$. You believe that, because they will start mining stonecoin, it will go up to 15.0\$ tomorrow. There is the risk that the stone is too hard, and the GPUs can't mine it, so the price might go to 0\$ tomorrow. You are planning to invest 100\$, which will give you 10 shares (100 / 10).
 
     Your potential profit is calculated as:
 
@@ -92,9 +93,9 @@ $$ R = \frac{\text{potential_profit}}{\text{potential_loss}} $$
                                 &= 50
     \end{aligned}$
 
-    Since the price might go to $0, the $100 dollars invested could turn into 0.
+    Since the price might go to 0\$, the 100\$ dollars invested could turn into 0.
 
-    We do however use a stoploss of 15% - so in the worst case, we'll sell 15% below entry price (or at 8.5$).
+    We do however use a stoploss of 15% - so in the worst case, we'll sell 15% below entry price (or at 8.5$\).
 
     $\begin{aligned}
         \text{potential_loss} &= (\text{entry_price} - \text{stoploss}) * \frac{\text{investment}}{\text{entry_price}} \\
@@ -109,7 +110,7 @@ $$ R = \frac{\text{potential_profit}}{\text{potential_loss}} $$
             &= \frac{50}{15}\\
             &= 3.33
     \end{aligned}$<br>
-    What it effectively means is that the strategy have the potential to make 3.33$ for each $1 invested.
+    What it effectively means is that the strategy have the potential to make 3.33\$ for each 1\$ invested.
 
 On a long horizon, that is, on many trades, we can calculate the risk reward by dividing the strategy' average profit on winning trades by the strategy' average loss on losing trades. We can calculate the average profit, $\mu_{win}$, as follows:
 
@@ -141,7 +142,7 @@ $$E = R * W - L$$
     $E = R * W - L = 5 * 0.28 - 0.72 = 0.68$
     <br>
 
-The expectancy worked out in the example above means that, on average, this strategy' trades will return 1.68 times the size of its losses. Said another way, the strategy makes $1.68 for every $1 it loses, on average. 
+The expectancy worked out in the example above means that, on average, this strategy' trades will return 1.68 times the size of its losses. Said another way, the strategy makes 1.68\$ for every 1\$ it loses, on average. 
 
 This is important for two reasons: First, it may seem obvious, but you know right away that you have a positive return. Second, you now have a number you can compare to other candidate systems to make decisions about which ones you employ.
 
@@ -206,7 +207,68 @@ Let's say the stake currency is **ETH** and there is $10$ **ETH** on the wallet.
 
 -   The strategy detects a sell signal in the **XLM/ETH** market. The bot exits **Trade 1** for a profit of $1$ **ETH**. The total capital in the wallet becomes $11$ **ETH** and the available capital for trading becomes $5.5$ **ETH**.
 
--   **Trade 4** The strategy detects a new buy signal int the **XLM/ETH** market. `Edge Positioning` calculates the stoploss of $2%$, and the position size of $0.055 / 0.02 = 2.75$ **ETH**.
+-   **Trade 4** The strategy detects a new buy signal int the **XLM/ETH** market. `Edge Positioning` calculates the stoploss of $2\%$, and the position size of $0.055 / 0.02 = 2.75$ **ETH**.
+
+## Edge command reference
+
+```
+usage: freqtrade edge [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
+                      [--userdir PATH] [-s NAME] [--strategy-path PATH]
+                      [-i TIMEFRAME] [--timerange TIMERANGE]
+                      [--data-format-ohlcv {json,jsongz,hdf5}]
+                      [--max-open-trades INT] [--stake-amount STAKE_AMOUNT]
+                      [--fee FLOAT] [-p PAIRS [PAIRS ...]]
+                      [--stoplosses STOPLOSS_RANGE]
+
+optional arguments:
+  -h, --help            show this help message and exit
+  -i TIMEFRAME, --timeframe TIMEFRAME, --ticker-interval TIMEFRAME
+                        Specify timeframe (`1m`, `5m`, `30m`, `1h`, `1d`).
+  --timerange TIMERANGE
+                        Specify what timerange of data to use.
+  --data-format-ohlcv {json,jsongz,hdf5}
+                        Storage format for downloaded candle (OHLCV) data.
+                        (default: `None`).
+  --max-open-trades INT
+                        Override the value of the `max_open_trades`
+                        configuration setting.
+  --stake-amount STAKE_AMOUNT
+                        Override the value of the `stake_amount` configuration
+                        setting.
+  --fee FLOAT           Specify fee ratio. Will be applied twice (on trade
+                        entry and exit).
+  -p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
+                        Limit command to these pairs. Pairs are space-
+                        separated.
+  --stoplosses STOPLOSS_RANGE
+                        Defines a range of stoploss values against which edge
+                        will assess the strategy. The format is "min,max,step"
+                        (without any space). Example:
+                        `--stoplosses=-0.01,-0.1,-0.001`
+
+Common arguments:
+  -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
+  --logfile FILE        Log to the file specified. Special values are:
+                        'syslog', 'journald'. See the documentation for more
+                        details.
+  -V, --version         show program's version number and exit
+  -c PATH, --config PATH
+                        Specify configuration file (default:
+                        `userdir/config.json` or `config.json` whichever
+                        exists). Multiple --config options may be used. Can be
+                        set to `-` to read config from stdin.
+  -d PATH, --datadir PATH
+                        Path to directory with historical backtesting data.
+  --userdir PATH, --user-data-dir PATH
+                        Path to userdata directory.
+
+Strategy arguments:
+  -s NAME, --strategy NAME
+                        Specify strategy class name which will be used by the
+                        bot.
+  --strategy-path PATH  Specify additional strategy lookup path.
+
+```
 
 ## Configurations
 
@@ -222,7 +284,7 @@ Edge module has following configuration options:
 | `stoploss_range_max` | Maximum stoploss. <br>*Defaults to `-0.10`.* <br> **Datatype:** Float
 | `stoploss_range_step` | As an example if this is set to -0.01 then Edge will test the strategy for `[-0.01, -0,02, -0,03 ..., -0.09, -0.10]` ranges. <br> **Note** than having a smaller step means having a bigger range which could lead to slow calculation. <br> If you set this parameter to -0.001, you then slow down the Edge calculation by a factor of 10. <br>*Defaults to `-0.001`.* <br> **Datatype:** Float
 | `minimum_winrate` | It filters out pairs which don't have at least minimum_winrate. <br>This comes handy if you want to be conservative and don't comprise win rate in favour of risk reward ratio. <br>*Defaults to `0.60`.* <br> **Datatype:** Float
-| `minimum_expectancy` | It filters out pairs which have the expectancy lower than this number. <br>Having an expectancy of 0.20 means if you put 10$ on a trade you expect a 12$ return. <br>*Defaults to `0.20`.* <br> **Datatype:** Float
+| `minimum_expectancy` | It filters out pairs which have the expectancy lower than this number. <br>Having an expectancy of 0.20 means if you put 10\$ on a trade you expect a 12\$ return. <br>*Defaults to `0.20`.* <br> **Datatype:** Float
 | `min_trade_number` | When calculating *W*, *R* and *E* (expectancy) against historical data, you always want to have a minimum number of trades. The more this number is the more Edge is reliable. <br>Having a win rate of 100% on a single trade doesn't mean anything at all. But having a win rate of 70% over past 100 trades means clearly something. <br>*Defaults to `10` (it is highly recommended not to decrease this number).* <br> **Datatype:** Integer
 | `max_trade_duration_minute` | Edge will filter out trades with long duration. If a trade is profitable after 1 month, it is hard to evaluate the strategy based on it. But if most of trades are profitable and they have maximum duration of 30 minutes, then it is clearly a good sign.<br>**NOTICE:** While configuring this value, you should take into consideration your timeframe. As an example filtering out trades having duration less than one day for a strategy which has 4h interval does not make sense. Default value is set assuming your strategy interval is relatively small (1m or 5m, etc.).<br>*Defaults to `1440` (one day).* <br> **Datatype:** Integer
 | `remove_pumps` | Edge will remove sudden pumps in a given market while going through historical data. However, given that pumps happen very often in crypto markets, we recommend you keep this off.<br>*Defaults to `false`.* <br> **Datatype:** Boolean

docs/exchanges.md

@@ -2,28 +2,80 @@
 
 This page combines common gotchas and informations which are exchange-specific and most likely don't apply to other exchanges.
 
+## Exchange configuration
+
+Freqtrade is based on [CCXT library](https://github.com/ccxt/ccxt) that supports over 100 cryptocurrency
+exchange markets and trading APIs. The complete up-to-date list can be found in the
+[CCXT repo homepage](https://github.com/ccxt/ccxt/tree/master/python).
+However, the bot was tested by the development team with only a few exchanges.
+A current list of these can be found in the "Home" section of this documentation.
+
+Feel free to test other exchanges and submit your feedback or PR to improve the bot or confirm exchanges that work flawlessly..
+
+Some exchanges require special configuration, which can be found below.
+
+### Sample exchange configuration
+
+A exchange configuration for "binance" would look as follows:
+
+```json
+"exchange": {
+    "name": "binance",
+    "key": "your_exchange_key",
+    "secret": "your_exchange_secret",
+    "ccxt_config": {},
+    "ccxt_async_config": {},
+    // ... 
+```
+
+### Setting rate limits
+
+Usually, rate limits set by CCXT are reliable and work well.
+In case of problems related to rate-limits (usually DDOS Exceptions in your logs), it's easy to change rateLimit settings to other values.
+
+```json
+"exchange": {
+    "name": "kraken",
+    "key": "your_exchange_key",
+    "secret": "your_exchange_secret",
+    "ccxt_config": {"enableRateLimit": true},
+    "ccxt_async_config": {
+        "enableRateLimit": true,
+        "rateLimit": 3100
+    },
+```
+
+This configuration enables kraken, as well as rate-limiting to avoid bans from the exchange.
+`"rateLimit": 3100` defines a wait-event of 0.2s between each call. This can also be completely disabled by setting `"enableRateLimit"` to false.
+
+!!! Note
+    Optimal settings for rate-limiting depend on the exchange and the size of the whitelist, so an ideal parameter will vary on many other settings.
+    We try to provide sensible defaults per exchange where possible, if you encounter bans please make sure that `"enableRateLimit"` is enabled and increase the `"rateLimit"` parameter step by step.
+
 ## Binance
 
+Binance supports [time_in_force](configuration.md#understand-order_time_in_force).
+
 !!! Tip "Stoploss on Exchange"
     Binance supports `stoploss_on_exchange` and uses stop-loss-limit orders. It provides great advantages, so we recommend to benefit from it.
 
-### Blacklists
+### Binance Blacklist
 
 For Binance, please add `"BNB/<STAKE>"` to your blacklist to avoid issues.
-Accounts having BNB accounts use this to pay for fees - if your first trade happens to be on `BNB`, further trades will consume this position and make the initial BNB order unsellable as the expected amount is not there anymore.
+Accounts having BNB accounts use this to pay for fees - if your first trade happens to be on `BNB`, further trades will consume this position and make the initial BNB trade unsellable as the expected amount is not there anymore.
 
 ### Binance sites
 
-Binance has been split into 3, and users must use the correct ccxt exchange ID for their exchange, otherwise API keys are not recognized.
+Binance has been split into 2, and users must use the correct ccxt exchange ID for their exchange, otherwise API keys are not recognized.
 
 * [binance.com](https://www.binance.com/) - International users. Use exchange id: `binance`.
 * [binance.us](https://www.binance.us/) - US based users. Use exchange id: `binanceus`.
-* [binance.je](https://www.binance.je/) - Binance Jersey, trading fiat currencies. Use exchange id: `binanceje`.
 
 ## Kraken
 
 !!! Tip "Stoploss on Exchange"
-    Kraken supports `stoploss_on_exchange` and uses stop-loss-market orders. It provides great advantages, so we recommend to benefit from it, however since the resulting order is a stoploss-market order, sell-rates are not guaranteed, which makes this feature less secure than on other exchanges. This limitation is based on kraken's policy [source](https://blog.kraken.com/post/1234/announcement-delisting-pairs-and-temporary-suspension-of-advanced-order-types/) and [source2](https://blog.kraken.com/post/1494/kraken-enables-advanced-orders-and-adds-10-currency-pairs/) - which has stoploss-limit orders disabled.
+    Kraken supports `stoploss_on_exchange` and can use both stop-loss-market and stop-loss-limit orders. It provides great advantages, so we recommend to benefit from it.
+    You can use either `"limit"` or `"market"` in the `order_types.stoploss` configuration setting to decide which type to use.
 
 ### Historic Kraken data
 
@@ -39,12 +91,29 @@ Due to the heavy rate-limiting applied by Kraken, the following configuration se
     },
 ```
 
+!!! Warning "Downloading data from kraken"
+    Downloading kraken data will require significantly more memory (RAM) than any other exchange, as the trades-data needs to be converted into candles on your machine.
+    It will also take a long time, as freqtrade will need to download every single trade that happened on the exchange for the pair / timerange combination, therefore please be patient.
+
+!!! Warning "rateLimit tuning"
+    Please pay attention that rateLimit configuration entry holds delay in milliseconds between requests, NOT requests\sec rate.
+    So, in order to mitigate Kraken API "Rate limit exceeded" exception, this configuration should be increased, NOT decreased.
+
 ## Bittrex
 
 ### Order types
 
 Bittrex does not support market orders. If you have a message at the bot startup about this, you should change order type values set in your configuration and/or in the strategy from `"market"` to `"limit"`. See some more details on this [here in the FAQ](faq.md#im-getting-the-exchange-bittrex-does-not-support-market-orders-message-and-cannot-run-my-strategy).
 
+Bittrex also does not support `VolumePairlist` due to limited / split API constellation at the moment.
+Please use `StaticPairlist`. Other pairlists (other than `VolumePairlist`) should not be affected.
+
+### Volume pairlist
+
+Bittrex does not support the direct usage of VolumePairList. This can however be worked around by using the advanced mode with `lookback_days: 1` (or more), which will emulate 24h volume.
+
+Read more in the [pairlist documentation](plugins.md#volumepairlist-advanced-mode).
+
 ### Restricted markets
 
 Bittrex split its exchange into US and International versions.
@@ -66,8 +135,9 @@ You can get a list of restricted markets by using the following snippet:
 ``` python
 import ccxt
 ct = ccxt.bittrex()
-_ = ct.load_markets()
-res = [ f"{x['MarketCurrency']}/{x['BaseCurrency']}" for x in ct.publicGetMarkets()['result'] if x['IsRestricted']]
+lm = ct.load_markets()
+
+res = [p for p, x in lm.items() if 'US' in x['info']['prohibitedIn']]
 print(res)
 ```
 
@@ -75,8 +145,7 @@ print(res)
 
 !!! Tip "Stoploss on Exchange"
     FTX supports `stoploss_on_exchange` and can use both stop-loss-market and stop-loss-limit orders. It provides great advantages, so we recommend to benefit from it.
-    You can use either `"limit"` or `"market"` in the `order_types.stoploss` configuration setting to decide.
-
+    You can use either `"limit"` or `"market"` in the `order_types.stoploss` configuration setting to decide which type of stoploss shall be used.
 
 ### Using subaccounts
 
@@ -92,17 +161,35 @@ To use subaccounts with FTX, you need to edit the configuration and add the foll
 }
 ```
 
-!!! Note
-    Older versions of freqtrade may require this key to be added to `"ccxt_async_config"` as well.
+## Kucoin
+
+Kucoin requires a passphrase for each api key, you will therefore need to add this key into the configuration so your exchange section looks as follows:
+
+```json
+"exchange": {
+    "name": "kucoin",
+    "key": "your_exchange_key",
+    "secret": "your_exchange_secret",
+    "password": "your_exchange_api_key_password",
+    // ...
+}
+```
+
+Kucoin supports [time_in_force](configuration.md#understand-order_time_in_force).
+
+### Kucoin Blacklists
+
+For Kucoin, please add `"KCS/<STAKE>"` to your blacklist to avoid issues.
+Accounts having KCS accounts use this to pay for fees - if your first trade happens to be on `KCS`, further trades will consume this position and make the initial KCS trade unsellable as the expected amount is not there anymore.
 
 ## All exchanges
 
 Should you experience constant errors with Nonce (like `InvalidNonce`), it is best to regenerate the API keys. Resetting Nonce is difficult and it's usually easier to regenerate the API keys.
 
-
 ## Random notes for other exchanges
 
 * The Ocean (exchange id: `theocean`) exchange uses Web3 functionality and requires `web3` python package to be installed:
+
 ```shell
 $ pip3 install web3
 ```
@@ -117,3 +204,25 @@ Whether your exchange returns incomplete candles or not can be checked using [th
 Due to the danger of repainting, Freqtrade does not allow you to use this incomplete candle.
 
 However, if it is based on the need for the latest price for your strategy - then this requirement can be acquired using the [data provider](strategy-customization.md#possible-options-for-dataprovider) from within the strategy.
+
+### Advanced Freqtrade Exchange configuration
+
+Advanced options can be configured using the `_ft_has_params` setting, which will override Defaults and exchange-specific behavior.
+
+Available options are listed in the exchange-class as `_ft_has_default`.
+
+For example, to test the order type `FOK` with Kraken, and modify candle limit to 200 (so you only get 200 candles per API call):
+
+```json
+"exchange": {
+    "name": "kraken",
+    "_ft_has_params": {
+        "order_time_in_force": ["gtc", "fok"],
+        "ohlcv_candle_limit": 200
+        }
+    //...
+}
+```
+
+!!! Warning
+    Please make sure to fully understand the impacts of these settings before modifying them.

docs/faq.md

@@ -1,31 +1,45 @@
 # Freqtrade FAQ
 
+## Supported Markets
+
+Freqtrade supports spot trading only.
+
+### Can I open short positions?
+
+No, Freqtrade does not support trading with margin / leverage, and cannot open short positions.
+
+In some cases, your exchange may provide leveraged spot tokens which can be traded with Freqtrade eg. BTCUP/USD, BTCDOWN/USD, ETHBULL/USD, ETHBEAR/USD, etc...
+
+### Can I trade options or futures?
+
+No, options and futures trading are not supported.
+
 ## Beginner Tips & Tricks
 
-* When you work with your strategy & hyperopt file you should use a proper code editor like vscode or Pycharm. A good code editor will provide syntax highlighting as well as line numbers, making it easy to find syntax errors (most likely, pointed out by Freqtrade during startup).
+* When you work with your strategy & hyperopt file you should use a proper code editor like VSCode or PyCharm. A good code editor will provide syntax highlighting as well as line numbers, making it easy to find syntax errors (most likely pointed out by Freqtrade during startup).
 
 ## Freqtrade common issues
 
 ### The bot does not start
 
-Running the bot with `freqtrade trade --config config.json` does show the output `freqtrade: command not found`.
+Running the bot with `freqtrade trade --config config.json` shows the output `freqtrade: command not found`.
 
-This could have the following reasons:
+This could be caused by the following reasons:
 
-* The virtual environment is not active
-  * run `source .env/bin/activate` to activate the virtual environment
+* The virtual environment is not active.
+  * Run `source .env/bin/activate` to activate the virtual environment.
 * The installation did not work correctly.
   * Please check the [Installation documentation](installation.md).
 
-### I have waited 5 minutes, why hasn't the bot made any trades yet?!
+### I have waited 5 minutes, why hasn't the bot made any trades yet?
 
 * Depending on the buy strategy, the amount of whitelisted coins, the
-situation of the market etc, it can take up to hours to find good entry
+situation of the market etc, it can take up to hours to find a good entry
 position for a trade. Be patient!
 
-* Or it may because of a configuration error? Best check the logs, it's usually telling you if the bot is simply not getting buy signals (only heartbeat messages), or if there is something wrong (errors / exceptions in the log).
+* It may be because of a configuration error. It's best to check the logs, they usually tell you if the bot is simply not getting buy signals (only heartbeat messages), or if there is something wrong (errors / exceptions in the log).
 
-### I have made 12 trades already, why is my total profit negative?!
+### I have made 12 trades already, why is my total profit negative?
 
 I understand your disappointment but unfortunately 12 trades is just
 not enough to say anything. If you run backtesting, you can see that our
@@ -36,20 +50,19 @@ of course constantly aim to improve the bot but it will _always_ be a
 gamble, which should leave you with modest wins on monthly basis but
 you can't say much from few trades.
 
-### I’d like to change the stake amount. Can I just stop the bot with /stop and then change the config.json and run it again?
+### I’d like to make changes to the config. Can I do that without having to kill the bot?
 
-Not quite. Trades are persisted to a database but the configuration is
-currently only read when the bot is killed and restarted. `/stop` more
-like pauses. You can stop your bot, adjust settings and start it again.
+Yes. You can edit your config and use the `/reload_config` command to reload the configuration. The bot will stop, reload the configuration and strategy and will restart with the new configuration and strategy.
 
-### I want to improve the bot with a new strategy
+### I want to use incomplete candles
 
-That's great. We have a nice backtesting and hyperoptimization setup. See
-the tutorial [here|Testing-new-strategies-with-Hyperopt](bot-usage.md#hyperopt-commands).
+Freqtrade will not provide incomplete candles to strategies. Using incomplete candles will lead to repainting and consequently to strategies with "ghost" buys, which are impossible to both backtest, and verify after they happened.
+
+You can use "current" market data by using the [dataprovider](strategy-customization.md#orderbookpair-maximum)'s orderbook or ticker methods - which however cannot be used during backtesting.
 
 ### Is there a setting to only SELL the coins being held and not perform anymore BUYS?
 
-You can use the `/forcesell all` command from Telegram.
+You can use the `/stopbuy` command in Telegram to prevent future buys, followed by `/forcesell all` (sell all open trades).
 
 ### I want to run multiple bots on the same machine
 
@@ -59,7 +72,7 @@ Please look at the [advanced setup documentation Page](advanced-setup.md#running
 
 This message is just a warning that the latest candles had missing candles in them.
 Depending on the exchange, this can indicate that the pair didn't have a trade for the timeframe you are using - and the exchange does only return candles with volume.
-On low volume pairs, this is a rather common occurance.
+On low volume pairs, this is a rather common occurrence.
 
 If this happens for all pairs in the pairlist, this might indicate a recent exchange downtime. Please check your exchange's public channels for details.
 
@@ -71,11 +84,11 @@ Currently known to happen for US Bittrex users.
 
 Read [the Bittrex section about restricted markets](exchanges.md#restricted-markets) for more information.
 
-### I'm getting the "Exchange Bittrex does not support market orders." message and cannot run my strategy
+### I'm getting the "Exchange XXX does not support market orders." message and cannot run my strategy
 
-As the message says, Bittrex does not support market orders and you have one of the [order types](configuration.md/#understand-order_types) set to "market". Probably your strategy was written with other exchanges in mind and sets "market" orders for "stoploss" orders, which is correct and preferable for most of the exchanges supporting market orders (but not for Bittrex).
+As the message says, your exchange does not support market orders and you have one of the [order types](configuration.md/#understand-order_types) set to "market". Your strategy was probably written with other exchanges in mind and sets "market" orders for "stoploss" orders, which is correct and preferable for most of the exchanges supporting market orders (but not for Bittrex and Gate.io).
 
-To fix it for Bittrex, redefine order types in the strategy to use "limit" instead of "market":
+To fix this, redefine order types in the strategy to use "limit" instead of "market":
 
 ```
     order_types = {
@@ -85,7 +98,7 @@ To fix it for Bittrex, redefine order types in the strategy to use "limit" inste
     }
 ```
 
-Same fix should be done in the configuration file, if order types are defined in your custom config rather than in the strategy.
+The same fix should be applied in the configuration file, if order types are defined in your custom config rather than in the strategy.
 
 ### How do I search the bot logs for something?
 
@@ -127,10 +140,26 @@ On Windows, the `--logfile` option is also supported by Freqtrade and you can us
 
 ## Hyperopt module
 
-### How many epoch do I need to get a good Hyperopt result?
+### Why does freqtrade not have GPU support?
+
+First of all, most indicator libraries don't have GPU support - as such, there would be little benefit for indicator calculations.
+The GPU improvements would only apply to pandas-native calculations - or ones written by yourself.
+
+For hyperopt, freqtrade is using scikit-optimize, which is built on top of scikit-learn.
+Their statement about GPU support is [pretty clear](https://scikit-learn.org/stable/faq.html#will-you-add-gpu-support).
+
+GPU's also are only good at crunching numbers (floating point operations). 
+For hyperopt, we need both number-crunching (find next parameters) and running python code (running backtesting). 
+As such, GPU's are not too well suited for most parts of hyperopt.
+
+The benefit of using GPU would therefore be pretty slim - and will not justify the complexity introduced by trying to add GPU support.
+
+There is however nothing preventing you from using GPU-enabled indicators within your strategy if you think you must have this - you will however probably be disappointed by the slim gain that will give you (compared to the complexity).
+
+### How many epochs do I need to get a good Hyperopt result?
 
 Per default Hyperopt called without the `-e`/`--epochs` command line option will only
-run 100 epochs, means 100 evals of your triggers, guards, ... Too few
+run 100 epochs, means 100 evaluations of your triggers, guards, ... Too few
 to find a great result (unless if you are very lucky), so you probably
 have to run it for 10.000 or more. But it will take an eternity to
 compute.
@@ -140,32 +169,32 @@ Since hyperopt uses Bayesian search, running for too many epochs may not produce
 It's therefore recommended to run between 500-1000 epochs over and over until you hit at least 10.000 epochs in total (or are satisfied with the result). You can best judge by looking at the results - if the bot keeps discovering better strategies, it's best to keep on going.
 
 ```bash
-freqtrade hyperopt --hyperop SampleHyperopt --hyperopt-loss SharpeHyperOptLossDaily --strategy SampleStrategy -e 1000
+freqtrade hyperopt --hyperopt-loss SharpeHyperOptLossDaily --strategy SampleStrategy -e 1000
 ```
 
 ### Why does it take a long time to run hyperopt?
 
-* Discovering a great strategy with Hyperopt takes time. Study www.freqtrade.io, the Freqtrade Documentation page, join the Freqtrade [Slack community](https://join.slack.com/t/highfrequencybot/shared_invite/enQtNjU5ODcwNjI1MDU3LTU1MTgxMjkzNmYxNWE1MDEzYzQ3YmU4N2MwZjUyNjJjODRkMDVkNjg4YTAyZGYzYzlhOTZiMTE4ZjQ4YzM0OGE) - or the Freqtrade [discord community](https://discord.gg/X89cVG). While you patiently wait for the most advanced, free crypto bot in the world, to hand you a possible golden strategy specially designed just for you.
+* Discovering a great strategy with Hyperopt takes time. Study www.freqtrade.io, the Freqtrade Documentation page, join the Freqtrade [discord community](https://discord.gg/p7nuUNVfP7). While you patiently wait for the most advanced, free crypto bot in the world, to hand you a possible golden strategy specially designed just for you.
 
 * If you wonder why it can take from 20 minutes to days to do 1000 epochs here are some answers:
 
 This answer was written during the release 0.15.1, when we had:
 
-- 8 triggers
-- 9 guards: let's say we evaluate even 10 values from each
-- 1 stoploss calculation: let's say we want 10 values from that too to be evaluated
+* 8 triggers
+* 9 guards: let's say we evaluate even 10 values from each
+* 1 stoploss calculation: let's say we want 10 values from that too to be evaluated
 
 The following calculation is still very rough and not very precise
 but it will give the idea. With only these triggers and guards there is
-already 8\*10^9\*10 evaluations. A roughly total of 80 billion evals.
-Did you run 100 000 evals? Congrats, you've done roughly 1 / 100 000 th
+already 8\*10^9\*10 evaluations. A roughly total of 80 billion evaluations.
+Did you run 100 000 evaluations? Congrats, you've done roughly 1 / 100 000 th
 of the search space, assuming that the bot never tests the same parameters more than once.
 
 * The time it takes to run 1000 hyperopt epochs depends on things like: The available cpu, hard-disk, ram, timeframe, timerange, indicator settings, indicator count, amount of coins that hyperopt test strategies on and the resulting trade count - which can be 650 trades in a year or 10.0000 trades depending if the strategy aims for big profits by trading rarely or for many low profit trades. 
 
 Example: 4% profit 650 times vs 0,3% profit a trade 10.000 times in a year. If we assume you set the --timerange to 365 days. 
 
-Example: 
+Example:
 `freqtrade --config config.json --strategy SampleStrategy --hyperopt SampleHyperopt -e 1000 --timerange 20190601-20200601`
 
 ## Edge module

docs/includes/pairlists.md

@@ -4,28 +4,40 @@ Pairlist Handlers define the list of pairs (pairlist) that the bot should trade.
 
 In your configuration, you can use Static Pairlist (defined by the [`StaticPairList`](#static-pair-list) Pairlist Handler) and Dynamic Pairlist (defined by the [`VolumePairList`](#volume-pair-list) Pairlist Handler).
 
-Additionally, [`AgeFilter`](#agefilter), [`PrecisionFilter`](#precisionfilter), [`PriceFilter`](#pricefilter), [`ShuffleFilter`](#shufflefilter) and [`SpreadFilter`](#spreadfilter) act as Pairlist Filters, removing certain pairs and/or moving their positions in the pairlist.
+Additionally, [`AgeFilter`](#agefilter), [`PrecisionFilter`](#precisionfilter), [`PriceFilter`](#pricefilter), [`ShuffleFilter`](#shufflefilter), [`SpreadFilter`](#spreadfilter) and [`VolatilityFilter`](#volatilityfilter) act as Pairlist Filters, removing certain pairs and/or moving their positions in the pairlist.
 
 If multiple Pairlist Handlers are used, they are chained and a combination of all Pairlist Handlers forms the resulting pairlist the bot uses for trading and backtesting. Pairlist Handlers are executed in the sequence they are configured. You should always configure either `StaticPairList` or `VolumePairList` as the starting Pairlist Handler.
 
 Inactive markets are always removed from the resulting pairlist. Explicitly blacklisted pairs (those in the `pair_blacklist` configuration setting) are also always removed from the resulting pairlist.
 
+### Pair blacklist
+
+The pair blacklist (configured via `exchange.pair_blacklist` in the configuration) disallows certain pairs from trading.
+This can be as simple as excluding `DOGE/BTC` - which will remove exactly this pair.
+
+The pair-blacklist does also support wildcards (in regex-style) - so `BNB/.*` will exclude ALL pairs that start with BNB.
+You may also use something like `.*DOWN/BTC` or `.*UP/BTC` to exclude leveraged tokens (check Pair naming conventions for your exchange!)
+
 ### Available Pairlist Handlers
 
 * [`StaticPairList`](#static-pair-list) (default, if not configured differently)
 * [`VolumePairList`](#volume-pair-list)
 * [`AgeFilter`](#agefilter)
+* [`OffsetFilter`](#offsetfilter)
+* [`PerformanceFilter`](#performancefilter)
 * [`PrecisionFilter`](#precisionfilter)
 * [`PriceFilter`](#pricefilter)
 * [`ShuffleFilter`](#shufflefilter)
 * [`SpreadFilter`](#spreadfilter)
+* [`RangeStabilityFilter`](#rangestabilityfilter)
+* [`VolatilityFilter`](#volatilityfilter)
 
 !!! Tip "Testing pairlists"
     Pairlist configurations can be quite tricky to get right. Best use the [`test-pairlist`](utils.md#test-pairlist) utility sub-command to test your configuration quickly.
 
 #### Static Pair List
 
-By default, the `StaticPairList` method is used, which uses a statically defined pair whitelist from the configuration.
+By default, the `StaticPairList` method is used, which uses a statically defined pair whitelist from the configuration. The pairlist also supports wildcards (in regex-style) - so `.*/BTC` will include all pairs with BTC as a stake.
 
 It uses configuration from `exchange.pair_whitelist` and `exchange.pair_blacklist`.
 
@@ -35,38 +47,172 @@ It uses configuration from `exchange.pair_whitelist` and `exchange.pair_blacklis
     ],
 ```
 
+By default, only currently enabled pairs are allowed.
+To skip pair validation against active markets, set `"allow_inactive": true` within the `StaticPairList` configuration.
+This can be useful for backtesting expired pairs (like quarterly spot-markets).
+This option must be configured along with `exchange.skip_pair_validation` in the exchange configuration.
+
+When used in a "follow-up" position (e.g. after VolumePairlist), all pairs in `'pair_whitelist'` will be added to the end of the pairlist.
+
 #### Volume Pair List
 
 `VolumePairList` employs sorting/filtering of pairs by their trading volume. It selects `number_assets` top pairs with sorting based on the `sort_key` (which can only be `quoteVolume`).
 
 When used in the chain of Pairlist Handlers in a non-leading position (after StaticPairList and other Pairlist Filters), `VolumePairList` considers outputs of previous Pairlist Handlers, adding its sorting/selection of the pairs by the trading volume.
 
-When used on the leading position of the chain of Pairlist Handlers, it does not consider `pair_whitelist` configuration setting, but selects the top assets from all available markets (with matching stake-currency) on the exchange.
+When used in the leading position of the chain of Pairlist Handlers, the `pair_whitelist` configuration setting is ignored. Instead, `VolumePairList` selects the top assets from all available markets with matching stake-currency on the exchange.
 
 The `refresh_period` setting allows to define the period (in seconds), at which the pairlist will be refreshed. Defaults to 1800s (30 minutes).
+The pairlist cache (`refresh_period`) on `VolumePairList` is only applicable to generating pairlists.
+Filtering instances (not the first position in the list) will not apply any cache and will always use up-to-date data.
 
-`VolumePairList` is based on the ticker data from exchange, as reported by the ccxt library:
+`VolumePairList` is per default based on the ticker data from exchange, as reported by the ccxt library:
 
 * The `quoteVolume` is the amount of quote (stake) currency traded (bought or sold) in last 24 hours.
 
 ```json
-"pairlists": [{
+"pairlists": [
+    {
         "method": "VolumePairList",
         "number_assets": 20,
         "sort_key": "quoteVolume",
-        "refresh_period": 1800,
-}],
+        "min_value": 0,
+        "refresh_period": 1800
+    }
+],
 ```
 
+You can define a minimum volume with `min_value` - which will filter out pairs with a volume lower than the specified value in the specified timerange.
+
+### VolumePairList Advanced mode
+
+`VolumePairList` can also operate in an advanced mode to build volume over a given timerange of specified candle size. It utilizes exchange historical candle data, builds a typical price (calculated by (open+high+low)/3) and multiplies the typical price with every candle's volume. The sum is the `quoteVolume` over the given range. This allows different scenarios, for a  more smoothened volume, when using longer ranges with larger candle sizes, or the opposite when using a short range with small candles.
+
+For convenience `lookback_days` can be specified, which will imply that 1d candles will be used for the lookback. In the example below the pairlist would be created based on the last 7 days:
+
+```json
+"pairlists": [
+    {
+        "method": "VolumePairList",
+        "number_assets": 20,
+        "sort_key": "quoteVolume",
+        "min_value": 0,
+        "refresh_period": 86400,
+        "lookback_days": 7
+    }
+],
+```
+
+!!! Warning "Range look back and refresh period"
+    When used in conjunction with `lookback_days` and `lookback_timeframe` the `refresh_period` can not be smaller than the candle size in seconds. As this will result in unnecessary requests to the exchanges API.
+
+!!! Warning "Performance implications when using lookback range"
+    If used in first position in combination with lookback, the computation of the range based volume can be time and resource consuming, as it downloads candles for all tradable pairs. Hence it's highly advised to use the standard approach with `VolumeFilter` to narrow the pairlist down for further range volume calculation.
+
+??? Tip "Unsupported exchanges (Bittrex, Gemini)"
+    On some exchanges (like Bittrex and Gemini), regular VolumePairList does not work as the api does not natively provide 24h volume. This can be worked around by using candle data to build the volume.
+    To roughly simulate 24h volume, you can use the following configuration.
+    Please note that These pairlists will only refresh once per day.
+
+    ```json
+    "pairlists": [
+        {
+            "method": "VolumePairList",
+            "number_assets": 20,
+            "sort_key": "quoteVolume",
+            "min_value": 0,
+            "refresh_period": 86400,
+            "lookback_days": 1
+        }
+    ],
+    ```
+
+More sophisticated approach can be used, by using `lookback_timeframe` for candle size and `lookback_period` which specifies the amount of candles. This example will build the volume pairs based on a rolling period of 3 days of 1h candles:
+
+```json
+"pairlists": [
+    {
+        "method": "VolumePairList",
+        "number_assets": 20,
+        "sort_key": "quoteVolume",
+        "min_value": 0,
+        "refresh_period": 3600,
+        "lookback_timeframe": "1h",
+        "lookback_period": 72
+    }
+],
+```
+
+!!! Note
+    `VolumePairList` does not support backtesting mode.
+
 #### AgeFilter
 
-Removes pairs that have been listed on the exchange for less than `min_days_listed` days (defaults to `10`).
+Removes pairs that have been listed on the exchange for less than `min_days_listed` days (defaults to `10`) or more than `max_days_listed` days (defaults `None` mean infinity).
 
 When pairs are first listed on an exchange they can suffer huge price drops and volatility
 in the first few days while the pair goes through its price-discovery period. Bots can often
 be caught out buying before the pair has finished dropping in price.
 
-This filter allows freqtrade to ignore pairs until they have been listed for at least `min_days_listed` days.
+This filter allows freqtrade to ignore pairs until they have been listed for at least `min_days_listed` days and listed before `max_days_listed`.
+
+#### OffsetFilter
+
+Offsets an incoming pairlist by a given `offset` value.
+
+As an example it can be used in conjunction with `VolumeFilter` to remove the top X volume pairs. Or to split
+a larger pairlist on two bot instances.
+
+Example to remove the first 10 pairs from the pairlist:
+
+```json
+"pairlists": [
+    // ...
+    {
+        "method": "OffsetFilter",
+        "offset": 10
+    }
+],
+```
+
+!!! Warning
+    When `OffsetFilter` is used to split a larger pairlist among multiple bots in combination with `VolumeFilter` 
+    it can not be guaranteed that pairs won't overlap due to slightly different refresh intervals for the
+    `VolumeFilter`.
+
+!!! Note
+    An offset larger then the total length of the incoming pairlist will result in an empty pairlist.
+
+#### PerformanceFilter
+
+Sorts pairs by past trade performance, as follows:
+
+1. Positive performance.
+2. No closed trades yet.
+3. Negative performance.
+
+Trade count is used as a tie breaker.
+
+You can use the `minutes` parameter to only consider performance of the past X minutes (rolling window).
+Not defining this parameter (or setting it to 0) will use all-time performance.
+
+The optional `min_profit` parameter defines the minimum profit a pair must have to be considered.
+Pairs below this level will be filtered out.
+Using this parameter without `minutes` is highly discouraged, as it can lead to an empty pairlist without without a way to recover.
+
+```json
+"pairlists": [
+    // ...
+    {
+        "method": "PerformanceFilter",
+        "minutes": 1440,  // rolling 24h
+        "min_profit": 0.01
+    }
+],
+```
+
+!!! Warning "Backtesting"
+    `PerformanceFilter` does not support backtesting mode.
 
 #### PrecisionFilter
 
@@ -78,6 +224,7 @@ The `PriceFilter` allows filtering of pairs by price. Currently the following pr
 
 * `min_price`
 * `max_price`
+* `max_value`
 * `low_price_ratio`
 
 The `min_price` setting removes pairs where the price is below the specified price. This is useful if you wish to avoid trading very low-priced pairs.
@@ -86,6 +233,11 @@ This option is disabled by default, and will only apply if set to > 0.
 The `max_price` setting removes pairs where the price is above the specified price. This is useful if you wish to trade only low-priced pairs.
 This option is disabled by default, and will only apply if set to > 0.
 
+The `max_value` setting removes pairs where the minimum value change is above a specified value.
+This is useful when an exchange has unbalanced limits. For example, if step-size = 1 (so you can only buy 1, or 2, or 3, but not 1.1 Coins) - and the price is pretty high (like 20\$) as the coin has risen sharply since the last limit adaption.
+As a result of the above, you can only buy for 20\$, or 40\$ - but not for 25\$.
+On exchanges that deduct fees from the receiving currency (e.g. FTX) - this can result in high value coins / amounts that are unsellable as the amount is slightly below the limit.
+
 The `low_price_ratio` setting removes pairs where a raise of 1 price unit (pip) is above the `low_price_ratio` ratio.
 This option is disabled by default, and will only apply if set to > 0.
 
@@ -113,9 +265,55 @@ Example:
 
 If `DOGE/BTC` maximum bid is 0.00000026 and minimum ask is 0.00000027, the ratio is calculated as: `1 - bid/ask ~= 0.037` which is `> 0.005` and this pair will be filtered out.
 
+#### RangeStabilityFilter
+
+Removes pairs where the difference between lowest low and highest high over `lookback_days` days is below `min_rate_of_change` or above `max_rate_of_change`. Since this is a filter that requires additional data, the results are cached for `refresh_period`.
+
+In the below example:
+If the trading range over the last 10 days is <1% or >99%, remove the pair from the whitelist.
+
+```json
+"pairlists": [
+    {
+        "method": "RangeStabilityFilter",
+        "lookback_days": 10,
+        "min_rate_of_change": 0.01,
+        "max_rate_of_change": 0.99,
+        "refresh_period": 1440
+    }
+]
+```
+
+!!! Tip
+    This Filter can be used to automatically remove stable coin pairs, which have a very low trading range, and are therefore extremely difficult to trade with profit.
+    Additionally, it can also be used to automatically remove pairs with extreme high/low variance over a given amount of time.
+
+#### VolatilityFilter
+
+Volatility is the degree of historical variation of a pairs over time, is is measured by the standard deviation of logarithmic daily returns. Returns are assumed to be normally distributed, although actual distribution might be different. In a normal distribution, 68% of observations fall within one standard deviation and 95% of observations fall within two standard deviations. Assuming a volatility of 0.05 means that the expected returns for 20 out of 30 days is expected to be less than 5% (one standard deviation). Volatility is a positive ratio of the expected deviation of return and can be greater than 1.00. Please refer to the wikipedia definition of [`volatility`](https://en.wikipedia.org/wiki/Volatility_(finance)).
+
+This filter removes pairs if the average volatility over a `lookback_days` days is below `min_volatility` or above `max_volatility`. Since this is a filter that requires additional data, the results are cached for `refresh_period`.
+
+This filter can be used to narrow down your pairs to a certain volatility or avoid very volatile pairs. 
+
+In the below example:
+If the volatility over the last 10 days is not in the range of 0.05-0.50, remove the pair from the whitelist. The filter is applied every 24h.
+
+```json
+"pairlists": [
+    {
+        "method": "VolatilityFilter",
+        "lookback_days": 10,
+        "min_volatility": 0.05,
+        "max_volatility": 0.50,
+        "refresh_period": 86400
+    }
+]
+```
+
 ### Full example of Pairlist Handlers
 
-The below example blacklists `BNB/BTC`, uses `VolumePairList` with `20` assets, sorting pairs by `quoteVolume` and applies both [`PrecisionFilter`](#precisionfilter) and [`PriceFilter`](#price-filter), filtering all assets where 1 price unit is > 1%. Then the `SpreadFilter` is applied and pairs are finally shuffled with the random seed set to some predefined value.
+The below example blacklists `BNB/BTC`, uses `VolumePairList` with `20` assets, sorting pairs by `quoteVolume` and applies [`PrecisionFilter`](#precisionfilter) and [`PriceFilter`](#pricefilter), filtering all assets where 1 price unit is > 1%. Then the [`SpreadFilter`](#spreadfilter) and [`VolatilityFilter`](#volatilityfilter) is applied and pairs are finally shuffled with the random seed set to some predefined value.
 
 ```json
 "exchange": {
@@ -126,12 +324,25 @@ The below example blacklists `BNB/BTC`, uses `VolumePairList` with `20` assets,
     {
         "method": "VolumePairList",
         "number_assets": 20,
-        "sort_key": "quoteVolume",
+        "sort_key": "quoteVolume"
     },
     {"method": "AgeFilter", "min_days_listed": 10},
     {"method": "PrecisionFilter"},
     {"method": "PriceFilter", "low_price_ratio": 0.01},
     {"method": "SpreadFilter", "max_spread_ratio": 0.005},
+    {
+        "method": "RangeStabilityFilter",
+        "lookback_days": 10,
+        "min_rate_of_change": 0.01,
+        "refresh_period": 1440
+    },
+    {
+        "method": "VolatilityFilter",
+        "lookback_days": 10,
+        "min_volatility": 0.05,
+        "max_volatility": 0.50,
+        "refresh_period": 86400
+    },
     {"method": "ShuffleFilter", "seed": 42}
     ],
 ```

docs/includes/pricing.md

@@ -0,0 +1,118 @@
+## Prices used for orders
+
+Prices for regular orders can be controlled via the parameter structures `bid_strategy` for buying and `ask_strategy` for selling.
+Prices are always retrieved right before an order is placed, either by querying the exchange tickers or by using the orderbook data.
+
+!!! Note
+    Orderbook data used by Freqtrade are the data retrieved from exchange by the ccxt's function `fetch_order_book()`, i.e. are usually data from the L2-aggregated orderbook, while the ticker data are the structures returned by the ccxt's `fetch_ticker()`/`fetch_tickers()` functions. Refer to the ccxt library [documentation](https://github.com/ccxt/ccxt/wiki/Manual#market-data) for more details.
+
+!!! Warning "Using market orders"
+    Please read the section [Market order pricing](#market-order-pricing) section when using market orders.
+
+### Buy price
+
+#### Check depth of market
+
+When check depth of market is enabled (`bid_strategy.check_depth_of_market.enabled=True`), the buy signals are filtered based on the orderbook depth (sum of all amounts) for each orderbook side.
+
+Orderbook `bid` (buy) side depth is then divided by the orderbook `ask` (sell) side depth and the resulting delta is compared to the value of the `bid_strategy.check_depth_of_market.bids_to_ask_delta` parameter. The buy order is only executed if the orderbook delta is greater than or equal to the configured delta value.
+
+!!! Note
+    A delta value below 1 means that `ask` (sell) orderbook side depth is greater than the depth of the `bid` (buy) orderbook side, while a value greater than 1 means opposite (depth of the buy side is higher than the depth of the sell side).
+
+#### Buy price side
+
+The configuration setting `bid_strategy.price_side` defines the side of the spread the bot looks for when buying.
+
+The following displays an orderbook.
+
+``` explanation
+...
+103
+102
+101  # ask
+-------------Current spread
+99   # bid
+98
+97
+...
+```
+
+If `bid_strategy.price_side` is set to `"bid"`, then the bot will use 99 as buying price.  
+In line with that, if `bid_strategy.price_side` is set to `"ask"`, then the bot will use 101 as buying price.
+
+Using `ask` price often guarantees quicker filled orders, but the bot can also end up paying more than what would have been necessary.
+Taker fees instead of maker fees will most likely apply even when using limit buy orders.
+Also, prices at the "ask" side of the spread are higher than prices at the "bid" side in the orderbook, so the order behaves similar to a market order (however with a maximum price).
+
+#### Buy price with Orderbook enabled
+
+When buying with the orderbook enabled (`bid_strategy.use_order_book=True`), Freqtrade fetches the `bid_strategy.order_book_top` entries from the orderbook and uses the entry specified as `bid_strategy.order_book_top` on the configured side (`bid_strategy.price_side`) of the orderbook. 1 specifies the topmost entry in the orderbook, while 2 would use the 2nd entry in the orderbook, and so on.
+
+#### Buy price without Orderbook enabled
+
+The following section uses `side` as the configured `bid_strategy.price_side`.
+
+When not using orderbook (`bid_strategy.use_order_book=False`), Freqtrade uses the best `side` price from the ticker if it's below the `last` traded price from the ticker. Otherwise (when the `side` price is above the `last` price), it calculates a rate between `side` and `last` price.
+
+The `bid_strategy.ask_last_balance` configuration parameter controls this. A value of `0.0` will use `side` price, while `1.0` will use the `last` price and values between those interpolate between ask and last price.
+
+### Sell price
+
+#### Sell price side
+
+The configuration setting `ask_strategy.price_side` defines the side of the spread the bot looks for when selling.
+
+The following displays an orderbook:
+
+``` explanation
+...
+103
+102
+101  # ask
+-------------Current spread
+99   # bid
+98
+97
+...
+```
+
+If `ask_strategy.price_side` is set to `"ask"`, then the bot will use 101 as selling price.  
+In line with that, if `ask_strategy.price_side` is set to `"bid"`, then the bot will use 99 as selling price.
+
+#### Sell price with Orderbook enabled
+
+When selling with the orderbook enabled (`ask_strategy.use_order_book=True`), Freqtrade fetches the `ask_strategy.order_book_top` entries in the orderbook and uses the entry specified as `ask_strategy.order_book_top` from the configured side (`ask_strategy.price_side`) as selling price.
+
+1 specifies the topmost entry in the orderbook, while 2 would use the 2nd entry in the orderbook, and so on.
+
+#### Sell price without Orderbook enabled
+
+When not using orderbook (`ask_strategy.use_order_book=False`), the price at the `ask_strategy.price_side` side (defaults to `"ask"`) from the ticker will be used as the sell price.
+
+When not using orderbook (`ask_strategy.use_order_book=False`), Freqtrade uses the best `side` price from the ticker if it's below the `last` traded price from the ticker. Otherwise (when the `side` price is above the `last` price), it calculates a rate between `side` and `last` price.
+
+The `ask_strategy.bid_last_balance` configuration parameter controls this. A value of `0.0` will use `side` price, while `1.0` will use the last price and values between those interpolate between `side` and last price.
+
+### Market order pricing
+
+When using market orders, prices should be configured to use the "correct" side of the orderbook to allow realistic pricing detection.
+Assuming both buy and sell are using market orders, a configuration similar to the following might be used
+
+``` jsonc
+  "order_types": {
+    "buy": "market",
+    "sell": "market"
+    // ...
+  },
+  "bid_strategy": {
+    "price_side": "ask",
+    // ...
+  },
+  "ask_strategy":{
+    "price_side": "bid",
+    // ...
+  },
+```
+
+Obviously, if only one side is using limit orders, different pricing combinations can be used.

docs/includes/protections.md

@@ -0,0 +1,189 @@
+## Protections
+
+!!! Warning "Beta feature"
+    This feature is still in it's testing phase. Should you notice something you think is wrong please let us know via Discord or via Github Issue.
+
+Protections will protect your strategy from unexpected events and market conditions by temporarily stop trading for either one pair, or for all pairs.
+All protection end times are rounded up to the next candle to avoid sudden, unexpected intra-candle buys.
+
+!!! Note
+    Not all Protections will work for all strategies, and parameters will need to be tuned for your strategy to improve performance.  
+
+!!! Tip
+    Each Protection can be configured multiple times with different parameters, to allow different levels of protection (short-term / long-term).
+
+!!! Note "Backtesting"
+    Protections are supported by backtesting and hyperopt, but must be explicitly enabled by using the `--enable-protections` flag.
+
+!!! Warning "Setting protections from the configuration"
+    Setting protections from the configuration via `"protections": [],` key should be considered deprecated and will be removed in a future version.
+    It is also no longer guaranteed that your protections apply to the strategy in cases where the strategy defines [protections as property](hyperopt.md#optimizing-protections).
+
+### Available Protections
+
+* [`StoplossGuard`](#stoploss-guard) Stop trading if a certain amount of stoploss occurred within a certain time window.
+* [`MaxDrawdown`](#maxdrawdown) Stop trading if max-drawdown is reached.
+* [`LowProfitPairs`](#low-profit-pairs) Lock pairs with low profits
+* [`CooldownPeriod`](#cooldown-period) Don't enter a trade right after selling a trade.
+
+### Common settings to all Protections
+
+|  Parameter| Description |
+|------------|-------------|
+| `method` | Protection name to use. <br> **Datatype:** String, selected from [available Protections](#available-protections)
+| `stop_duration_candles` | For how many candles should the lock be set? <br> **Datatype:** Positive integer (in candles)
+| `stop_duration` | how many minutes should protections be locked. <br>Cannot be used together with `stop_duration_candles`. <br> **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. <br> **Datatype:** Positive integer (in candles).
+| `lookback_period` | Only trades that completed after `current_time - lookback_period` will be considered. <br>Cannot be used together with `lookback_period_candles`. <br>This setting may be ignored by some Protections. <br> **Datatype:**  Float (in minutes)
+| `trade_limit` | Number of trades required at minimum (not used by all Protections). <br> **Datatype:** Positive integer
+
+!!! Note "Durations"
+    Durations (`stop_duration*` and `lookback_period*` can be defined in either minutes or candles).
+    For more flexibility when testing different timeframes, all below examples will use the "candle" definition.
+
+#### Stoploss Guard
+
+`StoplossGuard` selects all trades within `lookback_period` in minutes (or in candles when using `lookback_period_candles`).
+If `trade_limit` or more trades resulted in stoploss, trading will stop for `stop_duration` in minutes (or in candles when using `stop_duration_candles`).
+
+This applies across all pairs, unless `only_per_pair` is set to true, which will then only look at one pair at a time.
+
+The below example stops trading for all pairs for 4 candles after the last trade if the bot hit stoploss 4 times within the last 24 candles.
+
+``` python
+@property
+def protections(self):
+    return [
+        {
+            "method": "StoplossGuard",
+            "lookback_period_candles": 24,
+            "trade_limit": 4,
+            "stop_duration_candles": 4,
+            "only_per_pair": False
+        }
+    ]
+```
+
+!!! Note
+    `StoplossGuard` considers all trades with the results `"stop_loss"`, `"stoploss_on_exchange"` and `"trailing_stop_loss"` if the resulting profit was negative.
+    `trade_limit` and `lookback_period` will need to be tuned for your strategy.
+
+#### MaxDrawdown
+
+`MaxDrawdown` uses all trades within `lookback_period` in minutes (or in candles when using `lookback_period_candles`) to determine the maximum drawdown. If the drawdown is below `max_allowed_drawdown`, trading will stop for `stop_duration` in minutes (or in candles when using `stop_duration_candles`) after the last trade - assuming that the bot needs some time to let markets recover.
+
+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.
+
+``` python
+@property
+def protections(self):
+    return  [
+        {
+            "method": "MaxDrawdown",
+            "lookback_period_candles": 48,
+            "trade_limit": 20,
+            "stop_duration_candles": 12,
+            "max_allowed_drawdown": 0.2
+        },
+    ]
+```
+
+#### Low Profit Pairs
+
+`LowProfitPairs` uses all trades for a pair within `lookback_period` in minutes (or in candles when using `lookback_period_candles`) to determine the overall profit ratio.
+If that ratio is below `required_profit`, that pair will be locked for `stop_duration` in minutes (or in candles when using `stop_duration_candles`).
+
+The below example will stop trading a pair for 60 minutes if the pair does not have a required profit of 2% (and a minimum of 2 trades) within the last 6 candles.
+
+``` python
+@property
+def protections(self):
+    return [
+        {
+            "method": "LowProfitPairs",
+            "lookback_period_candles": 6,
+            "trade_limit": 2,
+            "stop_duration": 60,
+            "required_profit": 0.02
+        }
+    ]
+```
+
+#### Cooldown Period
+
+`CooldownPeriod` locks a pair for `stop_duration` in minutes (or in candles when using `stop_duration_candles`) after selling, avoiding a re-entry for this pair for `stop_duration` minutes.
+
+The below example will stop trading a pair for 2 candles after closing a trade, allowing this pair to "cool down".
+
+``` python
+@property
+def protections(self):
+    return  [
+        {
+            "method": "CooldownPeriod",
+            "stop_duration_candles": 2
+        }
+    ]
+```
+
+!!! Note
+    This Protection applies only at pair-level, and will never lock all pairs globally.
+    This Protection does not consider `lookback_period` as it only looks at the latest trade.
+
+### Full example of Protections
+
+All protections can be combined at will, also with different parameters, creating a increasing wall for under-performing pairs.
+All protections are evaluated in the sequence they are defined.
+
+The below example assumes a timeframe of 1 hour:
+
+* Locks each pair after selling for an additional 5 candles (`CooldownPeriod`), giving other pairs a chance to get filled.
+* Stops trading for 4 hours (`4 * 1h candles`) if the last 2 days (`48 * 1h candles`) had 20 trades, which caused a max-drawdown of more than 20%. (`MaxDrawdown`).
+* Stops trading if more than 4 stoploss occur for all pairs within a 1 day (`24 * 1h candles`) limit (`StoplossGuard`).
+* Locks all pairs that had 4 Trades within the last 6 hours (`6 * 1h candles`) with a combined profit ratio of below 0.02 (<2%) (`LowProfitPairs`).
+* Locks all pairs for 2 candles that had a profit of below 0.01 (<1%) within the last 24h (`24 * 1h candles`), a minimum of 4 trades.
+
+``` python
+from freqtrade.strategy import IStrategy
+
+class AwesomeStrategy(IStrategy)
+    timeframe = '1h'
+    
+    @property
+    def protections(self):
+        return [
+            {
+                "method": "CooldownPeriod",
+                "stop_duration_candles": 5
+            },
+            {
+                "method": "MaxDrawdown",
+                "lookback_period_candles": 48,
+                "trade_limit": 20,
+                "stop_duration_candles": 4,
+                "max_allowed_drawdown": 0.2
+            },
+            {
+                "method": "StoplossGuard",
+                "lookback_period_candles": 24,
+                "trade_limit": 4,
+                "stop_duration_candles": 2,
+                "only_per_pair": False
+            },
+            {
+                "method": "LowProfitPairs",
+                "lookback_period_candles": 6,
+                "trade_limit": 2,
+                "stop_duration_candles": 60,
+                "required_profit": 0.02
+            },
+            {
+                "method": "LowProfitPairs",
+                "lookback_period_candles": 24,
+                "trade_limit": 4,
+                "stop_duration_candles": 2,
+                "required_profit": 0.01
+            }
+        ]
+    # ...
+```

docs/index.md

@@ -1,20 +1,17 @@
-# Freqtrade
+![freqtrade](assets/freqtrade_poweredby.svg)
+
 [![Freqtrade CI](https://github.com/freqtrade/freqtrade/workflows/Freqtrade%20CI/badge.svg)](https://github.com/freqtrade/freqtrade/actions/)
 [![Coverage Status](https://coveralls.io/repos/github/freqtrade/freqtrade/badge.svg?branch=develop&service=github)](https://coveralls.io/github/freqtrade/freqtrade?branch=develop)
 [![Maintainability](https://api.codeclimate.com/v1/badges/5737e6d668200b7518ff/maintainability)](https://codeclimate.com/github/freqtrade/freqtrade/maintainability)
 
 <!-- Place this tag where you want the button to render. -->
 <a class="github-button" href="https://github.com/freqtrade/freqtrade" data-icon="octicon-star" data-size="large" aria-label="Star freqtrade/freqtrade on GitHub">Star</a>
-<!-- Place this tag where you want the button to render. -->
 <a class="github-button" href="https://github.com/freqtrade/freqtrade/fork" data-icon="octicon-repo-forked" data-size="large" aria-label="Fork freqtrade/freqtrade on GitHub">Fork</a>
-<!-- Place this tag where you want the button to render. -->
 <a class="github-button" href="https://github.com/freqtrade/freqtrade/archive/stable.zip" data-icon="octicon-cloud-download" data-size="large" aria-label="Download freqtrade/freqtrade on GitHub">Download</a>
-<!-- Place this tag where you want the button to render. -->
-<a class="github-button" href="https://github.com/freqtrade" data-size="large" aria-label="Follow @freqtrade on GitHub">Follow @freqtrade</a>
 
 ## Introduction
 
-Freqtrade is a crypto-currency algorithmic trading software developed in python (3.6+) and supported on Windows, macOS and Linux.
+Freqtrade is a crypto-currency algorithmic trading software developed in python (3.7+) and supported on Windows, macOS and Linux.
 
 !!! Danger "DISCLAIMER"
     This software is for educational purposes only. Do not risk money which you are afraid to lose. USE THE SOFTWARE AT YOUR OWN RISK. THE AUTHORS AND ALL AFFILIATES ASSUME NO RESPONSIBILITY FOR YOUR TRADING RESULTS.
@@ -35,6 +32,24 @@ Freqtrade is a crypto-currency algorithmic trading software developed in python
 - Control/Monitor: Use Telegram or a REST API (start/stop the bot, show profit/loss, daily summary, current open trades results, etc.).
 - Analyse: Further analysis can be performed on either Backtesting data or Freqtrade trading history (SQL database), including automated standard plots, and methods to load the data into [interactive environments](data-analysis.md).
 
+## Supported exchange marketplaces
+
+Please read the [exchange specific notes](exchanges.md) to learn about eventual, special configurations needed for each exchange.
+
+- [X] [Binance](https://www.binance.com/) ([*Note for binance users](docs/exchanges.md#binance-blacklist))
+- [X] [Bittrex](https://bittrex.com/)
+- [X] [FTX](https://ftx.com)
+- [X] [Kraken](https://kraken.com/)
+- [X] [Gate.io](https://www.gate.io/ref/6266643)
+- [ ] [potentially many others through <img alt="ccxt" width="30px" src="assets/ccxt-logo.svg" />](https://github.com/ccxt/ccxt/). _(We cannot guarantee they will work)_
+
+### Community tested
+
+Exchanges confirmed working by the community:
+
+- [X] [Bitvavo](https://bitvavo.com/)
+- [X] [Kucoin](https://www.kucoin.com/)
+
 ## Requirements
 
 ### Hardware requirements
@@ -51,7 +66,7 @@ To run this bot we recommend you a linux cloud instance with a minimum of:
 
 Alternatively
 
-- Python 3.6.x
+- Python 3.7+
 - pip (pip3)
 - git
 - TA-Lib
@@ -59,17 +74,10 @@ Alternatively
 
 ## Support
 
-### Help / Slack / Discord
+### Help / Discord
 
-For any questions not covered by the documentation or for further information about the bot, we encourage you to join our passionate  Slack community.
-
-Click [here](https://join.slack.com/t/highfrequencybot/shared_invite/enQtNjU5ODcwNjI1MDU3LTU1MTgxMjkzNmYxNWE1MDEzYzQ3YmU4N2MwZjUyNjJjODRkMDVkNjg4YTAyZGYzYzlhOTZiMTE4ZjQ4YzM0OGE) to join the Freqtrade Slack channel.
-
-Alternatively, check out the newly created [discord server](https://discord.gg/MA9v74M).
-
-!!! Note
-    Since the discord server is relatively new, answers to questions might be slightly delayed as currently the user base quite small.
+For any questions not covered by the documentation or for further information about the bot, or to simply engage with like-minded individuals, we encourage you to join the Freqtrade [discord server](https://discord.gg/p7nuUNVfP7).
 
 ## Ready to try?
 
-Begin by reading our installation guide [for docker](docker.md) (recommended), or for [installation without docker](installation.md).
+Begin by reading our installation guide [for docker](docker_quickstart.md) (recommended), or for [installation without docker](installation.md).

docs/installation.md

@@ -2,116 +2,79 @@
 
 This page explains how to prepare your environment for running the bot.
 
-Please consider using the prebuilt [docker images](docker.md) to get started quickly while trying out freqtrade evaluating how it operates.
+The freqtrade documentation describes various ways to install freqtrade
 
-## Prerequisite
+* [Docker images](docker_quickstart.md) (separate page)
+* [Script Installation](#script-installation)
+* [Manual Installation](#manual-installation)
+* [Installation with Conda](#installation-with-conda)
 
-### Requirements
+Please consider using the prebuilt [docker images](docker_quickstart.md) to get started quickly while evaluating how freqtrade works.
 
-Click each one for install guide:
+------
 
-* [Python >= 3.6.x](http://docs.python-guide.org/en/latest/starting/installation/)
-* [pip](https://pip.pypa.io/en/stable/installing/)
-* [git](https://git-scm.com/book/en/v2/Getting-Started-Installing-Git)
-* [virtualenv](https://virtualenv.pypa.io/en/stable/installation.html) (Recommended)
-* [TA-Lib](https://mrjbq7.github.io/ta-lib/install.html) (install instructions below)
+## Information
 
- We also recommend a [Telegram bot](telegram-usage.md#setup-your-telegram-bot), which is optional but recommended.
+For Windows installation, please use the [windows installation guide](windows_installation.md).
+
+The easiest way to install and run Freqtrade is to clone the bot Github repository and then run the `./setup.sh` script, if it's available for your platform.
+
+!!! Note "Version considerations"
+    When cloning the repository the default working branch has the name `develop`. This branch contains all last features (can be considered as relatively stable, thanks to automated tests).
+    The `stable` branch contains the code of the last release (done usually once per month on an approximately one week old snapshot of the `develop` branch to prevent packaging bugs, so potentially it's more stable).
+
+!!! Note
+    Python3.7 or higher and the corresponding `pip` are assumed to be available. The install-script will warn you and stop if that's not the case. `git` is also needed to clone the Freqtrade repository.  
+    Also, python headers (`python<yourversion>-dev` / `python<yourversion>-devel`) must be available for the installation to complete successfully.
 
 !!! Warning "Up-to-date clock"
     The clock on the system running the bot must be accurate, synchronized to a NTP server frequently enough to avoid problems with communication to the exchanges.
 
-## Quick start
-
-Freqtrade provides the Linux/MacOS Easy Installation script to install all dependencies and help you configure the bot.
-
-!!! Note
-    Windows installation is explained [here](#windows).
-
-The easiest way to install and run Freqtrade is to clone the bot Github repository and then run the Easy Installation script, if it's available for your platform.
-
-!!! Note "Version considerations"
-    When cloning the repository the default working branch has the name `develop`. This branch contains all last features (can be considered as relatively stable, thanks to automated tests). The `stable` branch contains the code of the last release (done usually once per month on an approximately one week old snapshot of the `develop` branch to prevent packaging bugs, so potentially it's more stable).
-
-!!! Note
-    Python3.6 or higher and the corresponding `pip` are assumed to be available. The install-script will warn you and stop if that's not the case. `git` is also needed to clone the Freqtrade repository.
-
-This can be achieved with the following commands:
-
-```bash
-git clone https://github.com/freqtrade/freqtrade.git
-cd freqtrade
-# git checkout stable  # Optional, see (1)
-./setup.sh --install
-```
-
-(1) This command switches the cloned repository to the use of the `stable` branch. It's not needed if you wish to stay on the `develop` branch. You may later switch between branches at any time with the `git checkout stable`/`git checkout develop` commands.
-
-## Easy Installation Script (Linux/MacOS)
-
-If you are on Debian, Ubuntu or MacOS Freqtrade provides the script to install, update, configure and reset the codebase of your bot.
-
-```bash
-$ ./setup.sh
-usage:
-	-i,--install    Install freqtrade from scratch
-	-u,--update     Command git pull to update.
-	-r,--reset      Hard reset your develop/stable branch.
-	-c,--config     Easy config generator (Will override your existing file).
-```
-
-** --install **
-
-With this option, the script will install the bot and most dependencies:
-You will need to have git and python3.6+ installed beforehand for this to work.
-
-* Mandatory software as: `ta-lib`
-* Setup your virtualenv under `.env/`
-
-This option is a combination of installation tasks, `--reset` and `--config`.
-
-** --update **
-
-This option will pull the last version of your current branch and update your virtualenv. Run the script with this option periodically to update your bot.
-
-** --reset **
-
-This option will hard reset your branch (only if you are on either `stable` or `develop`) and recreate your virtualenv.
-
-** --config **
-
-DEPRECATED - use `freqtrade new-config -c config.json` instead.
-
-### Activate your virtual environment
-
-Each time you open a new terminal, you must run `source .env/bin/activate`.
-
 ------
 
-## Custom Installation
+## Requirements
 
-We've included/collected install instructions for Ubuntu 16.04, MacOS, and Windows. These are guidelines and your success may vary with other distros.
+These requirements apply to both [Script Installation](#script-installation) and [Manual Installation](#manual-installation).
+
+### Install guide
+
+* [Python >= 3.7.x](http://docs.python-guide.org/en/latest/starting/installation/)
+* [pip](https://pip.pypa.io/en/stable/installing/)
+* [git](https://git-scm.com/book/en/v2/Getting-Started-Installing-Git)
+* [virtualenv](https://virtualenv.pypa.io/en/stable/installation.html) (Recommended)
+* [TA-Lib](https://mrjbq7.github.io/ta-lib/install.html) (install instructions [below](#install-ta-lib))
+
+### Install code
+
+We've included/collected install instructions for Ubuntu, MacOS, and Windows. These are guidelines and your success may vary with other distros.
 OS Specific steps are listed first, the [Common](#common) section below is necessary for all systems.
 
 !!! Note
-    Python3.6 or higher and the corresponding pip are assumed to be available.
+    Python3.7 or higher and the corresponding pip are assumed to be available.
 
-=== "Ubuntu 16.04"
+=== "Debian/Ubuntu"
     #### Install necessary dependencies
 
     ```bash
+    # update repository
     sudo apt-get update
-    sudo apt-get install build-essential git
+
+    # install packages
+    sudo apt install -y python3-pip python3-venv python3-dev python3-pandas git
     ```
 
 === "RaspberryPi/Raspbian"
-    The following assumes the latest [Raspbian Buster lite image](https://www.raspberrypi.org/downloads/raspbian/) from at least September 2019.
+    The following assumes the latest [Raspbian Buster lite image](https://www.raspberrypi.org/downloads/raspbian/).
     This image comes with python3.7 preinstalled, making it easy to get freqtrade up and running.
 
     Tested using a Raspberry Pi 3 with the Raspbian Buster lite image, all updates applied.
 
-    ``` bash
-    sudo apt-get install python3-venv libatlas-base-dev
+
+    ```bash
+    sudo apt-get install python3-venv libatlas-base-dev cmake
+    # Use pywheels.org to speed up installation
+    sudo echo "[global]\nextra-index-url=https://www.piwheels.org/simple" > tee /etc/pip.conf
+
     git clone https://github.com/freqtrade/freqtrade.git
     cd freqtrade
 
@@ -120,16 +83,113 @@ OS Specific steps are listed first, the [Common](#common) section below is neces
 
     !!! Note "Installation duration"
         Depending on your internet speed and the Raspberry Pi version, installation can take multiple hours to complete.
+        Due to this, we recommend to use the pre-build docker-image for Raspberry, by following the [Docker quickstart documentation](docker_quickstart.md)
 
     !!! Note
         The above does not install hyperopt dependencies. To install these, please use `python3 -m pip install -e .[hyperopt]`.
         We do not advise to run hyperopt on a Raspberry Pi, since this is a very resource-heavy operation, which should be done on powerful machine.
 
-### Common
+------
 
-#### 1. Install TA-Lib
+## Freqtrade repository
 
-Use the provided ta-lib installation script
+Freqtrade is an open source crypto-currency trading bot, whose code is hosted on `github.com`
+
+```bash
+# Download `develop` branch of freqtrade repository
+git clone https://github.com/freqtrade/freqtrade.git
+
+# Enter downloaded directory
+cd freqtrade
+
+# your choice (1): novice user
+git checkout stable
+
+# your choice (2): advanced user
+git checkout develop
+```
+
+(1) This command switches the cloned repository to the use of the `stable` branch. It's not needed, if you wish to stay on the (2) `develop` branch.
+
+You may later switch between branches at any time with the `git checkout stable`/`git checkout develop` commands.
+
+??? Note "Install from pypi"
+    An alternative way to install Freqtrade is from [pypi](https://pypi.org/project/freqtrade/). The downside is that this method requires ta-lib to be correctly installed beforehand, and is therefore currently not the recommended way to install Freqtrade.
+
+    ``` bash
+    pip install freqtrade
+    ```
+
+------
+
+## Script Installation
+
+First of the ways to install Freqtrade, is to use provided the Linux/MacOS `./setup.sh` script, which install all dependencies and help you configure the bot.
+
+Make sure you fulfill the [Requirements](#requirements) and have downloaded the [Freqtrade repository](#freqtrade-repository).
+
+### Use /setup.sh -install (Linux/MacOS)
+
+If you are on Debian, Ubuntu or MacOS, freqtrade provides the script to install freqtrade.
+
+```bash
+# --install, Install freqtrade from scratch
+./setup.sh -i
+```
+
+### Activate your virtual environment
+
+Each time you open a new terminal, you must run `source .env/bin/activate` to activate your virtual environment.
+
+```bash
+# then activate your .env
+source ./.env/bin/activate
+```
+
+### Congratulations
+
+[You are ready](#you-are-ready), and run the bot
+
+### Other options of /setup.sh script
+
+You can as well update, configure and reset the codebase of your bot with `./script.sh`
+
+```bash
+# --update, Command git pull to update.
+./setup.sh -u
+# --reset, Hard reset your develop/stable branch.
+./setup.sh -r
+```
+
+```
+** --install **
+
+With this option, the script will install the bot and most dependencies:
+You will need to have git and python3.7+ installed beforehand for this to work.
+
+* Mandatory software as: `ta-lib`
+* Setup your virtualenv under `.env/`
+
+This option is a combination of installation tasks and `--reset`
+
+** --update **
+
+This option will pull the last version of your current branch and update your virtualenv. Run the script with this option periodically to update your bot.
+
+** --reset **
+
+This option will hard reset your branch (only if you are on either `stable` or `develop`) and recreate your virtualenv.
+```
+
+-----
+
+## Manual Installation
+
+Make sure you fulfill the [Requirements](#requirements) and have downloaded the [Freqtrade repository](#freqtrade-repository).
+
+### Install TA-Lib
+
+#### TA-Lib script installation
 
 ```bash
 sudo ./build_helpers/install_ta-lib.sh
@@ -150,81 +210,199 @@ sed -i.bak "s|0.00000001|0.000000000000000001 |g" src/ta_func/ta_utility.h
 ./configure --prefix=/usr/local
 make
 sudo make install
+# On debian based systems (debian, ubuntu, ...) - updating ldconfig might be necessary.
+sudo ldconfig  
 cd ..
 rm -rf ./ta-lib*
 ```
 
-!!! Note
-    An already downloaded version of ta-lib is included in the repository, as the sourceforge.net source seems to have problems frequently.
+#### Setup Python virtual environment (virtualenv)
 
-#### 2. Setup your Python virtual environment (virtualenv)
-
-!!! Note
-    This step is optional but strongly recommended to keep your system organized
+You will run freqtrade in separated `virtual environment`
 
 ```bash
+# create virtualenv in directory /freqtrade/.env
 python3 -m venv .env
+
+# run virtualenv
 source .env/bin/activate
 ```
 
-#### 3. Install Freqtrade
-
-Clone the git repository:
+#### Install python dependencies
 
 ```bash
-git clone https://github.com/freqtrade/freqtrade.git
-cd freqtrade
-git checkout stable
-```
-
-#### 4. Install python dependencies
-
-``` bash
 python3 -m pip install --upgrade pip
 python3 -m pip install -e .
 ```
 
-#### 5. Initialize the configuration
+### Congratulations
 
-```bash
-# Initialize the user_directory
-freqtrade create-userdir --userdir user_data/
+[You are ready](#you-are-ready), and run the bot
 
-# Create a new configuration file
-freqtrade new-config --config config.json
-```
+#### (Optional) Post-installation Tasks
 
-> *To edit the config please refer to [Bot Configuration](configuration.md).*
+!!! Note 
+    If you run the bot on a server, you should consider using [Docker](docker_quickstart.md) or a terminal multiplexer like `screen` or [`tmux`](https://en.wikipedia.org/wiki/Tmux) to avoid that the bot is stopped on logout.
 
-#### 6. Run the Bot
-
-If this is the first time you run the bot, ensure you are running it in Dry-run `"dry_run": true,` otherwise it will start to buy and sell coins.
-
-```bash
-freqtrade trade -c config.json
-```
-
-*Note*: If you run the bot on a server, you should consider using [Docker](docker.md) or a terminal multiplexer like `screen` or [`tmux`](https://en.wikipedia.org/wiki/Tmux) to avoid that the bot is stopped on logout.
-
-#### 7. (Optional) Post-installation Tasks
-
-On Linux, as an optional post-installation task, you may wish to setup the bot to run as a `systemd` service or configure it to send the log messages to the `syslog`/`rsyslog` or `journald` daemons. See [Advanced Logging](advanced-setup.md#advanced-logging) for details.
+On Linux with software suite `systemd`, as an optional post-installation task, you may wish to setup the bot to run as a `systemd service` or configure it to send the log messages to the `syslog`/`rsyslog` or `journald` daemons. See [Advanced Logging](advanced-setup.md#advanced-logging) for details.
 
 ------
 
-### Anaconda
+## Installation with Conda
 
-Freqtrade can also be installed using Anaconda (or Miniconda).
+Freqtrade can also be installed with Miniconda or Anaconda. We recommend using Miniconda as it's installation footprint is smaller. Conda will automatically prepare and manage the extensive library-dependencies of the Freqtrade program.
 
-!!! Note
-    This requires the [ta-lib](#1-install-ta-lib) C-library to be installed first. See below.
+### What is Conda?
 
-``` bash
-conda env create -f environment.yml
+Conda is a package, dependency and environment manager for multiple programming languages: [conda docs](https://docs.conda.io/projects/conda/en/latest/index.html)
+
+### Installation with conda
+
+#### Install Conda
+
+[Installing on linux](https://conda.io/projects/conda/en/latest/user-guide/install/linux.html#install-linux-silent)
+
+[Installing on windows](https://conda.io/projects/conda/en/latest/user-guide/install/windows.html)
+
+Answer all questions. After installation, it is mandatory to turn your terminal OFF and ON again.
+
+#### Freqtrade download
+
+Download and install freqtrade.
+
+```bash
+# download freqtrade
+git clone https://github.com/freqtrade/freqtrade.git
+
+# enter downloaded directory 'freqtrade'
+cd freqtrade      
 ```
 
+#### Freqtrade install: Conda Environment
+
+Prepare conda-freqtrade environment, using file `environment.yml`, which exist in main freqtrade directory
+
+```bash
+conda env create -n freqtrade-conda -f environment.yml
+```
+
+!!! Note "Creating Conda Environment"
+    The conda command `create -n` automatically installs all nested dependencies for the selected libraries, general structure of installation command is:
+
+    ```bash
+    # choose your own packages
+    conda env create -n [name of the environment] [python version] [packages]
+
+    # point to file with packages
+    conda env create -n [name of the environment] -f [file]
+    ```
+
+#### Enter/exit freqtrade-conda environment
+
+To check available environments, type
+
+```bash
+conda env list
+```
+
+Enter installed environment
+
+```bash
+# enter conda environment
+conda activate freqtrade-conda
+
+# exit conda environment - don't do it now
+conda deactivate
+```
+
+Install last python dependencies with pip
+
+```bash
+python3 -m pip install --upgrade pip
+python3 -m pip install -e .
+```
+
+### Congratulations
+
+[You are ready](#you-are-ready), and run the bot
+
+### Important shortcuts
+
+```bash
+# list installed conda environments
+conda env list
+
+# activate base environment
+conda activate
+
+# activate freqtrade-conda environment
+conda activate freqtrade-conda
+
+#deactivate any conda environments
+conda deactivate                              
+```
+
+### Further info on anaconda
+
+!!! Info "New heavy packages"
+    It may happen that creating a new Conda environment, populated with selected packages at the moment of creation takes less time than installing a large, heavy library or application, into previously set environment.
+
+!!! Warning "pip install within conda"
+    The documentation of conda says that pip should NOT be used within conda, because internal problems can occur.
+    However, they are rare. [Anaconda Blogpost](https://www.anaconda.com/blog/using-pip-in-a-conda-environment)
+
+    Nevertheless, that is why, the `conda-forge` channel is preferred:
+
+    * more libraries are available (less need for `pip`)
+    * `conda-forge` works better with `pip`
+    * the libraries are newer
+
+Happy trading!
+
 -----
-## Troubleshooting 
+
+## You are ready
+
+You've made it this far, so you have successfully installed freqtrade.
+
+### Initialize the configuration
+
+```bash
+# Step 1 - Initialize user folder
+freqtrade create-userdir --userdir user_data
+
+# Step 2 - Create a new configuration file
+freqtrade new-config --config config.json
+```
+
+You are ready to run, read [Bot Configuration](configuration.md), remember to start with `dry_run: True` and verify that everything is working.
+
+To learn how to setup your configuration, please refer to the [Bot Configuration](configuration.md) documentation page.
+
+### Start the Bot
+
+```bash
+freqtrade trade --config config.json --strategy SampleStrategy
+```
+
+!!! Warning
+    You should read through the rest of the documentation, backtest the strategy you're going to use, and use dry-run before enabling trading with real money.
+
+-----
+
+## Troubleshooting
+
+### Common problem: "command not found"
+
+If you used (1)`Script` or (2)`Manual` installation, you need to run the bot in virtual environment. If you get error as below, make sure venv is active.
+
+```bash
+# if:
+bash: freqtrade: command not found
+
+# then activate your .env
+source ./.env/bin/activate
+```
 
 ### MacOS installation error
 
@@ -233,13 +411,21 @@ Newer versions of MacOS may have installation failed with errors like `error: co
 This error will require explicit installation of the SDK Headers, which are not installed by default in this version of MacOS.
 For MacOS 10.14, this can be accomplished with the below command.
 
-``` bash
+```bash
 open /Library/Developer/CommandLineTools/Packages/macOS_SDK_headers_for_macOS_10.14.pkg
 ```
 
 If this file is inexistent, then you're probably on a different version of MacOS, so you may need to consult the internet for specific resolution details.
 
------
+### MacOS installation error with python 3.9
 
-Now you have an environment ready, the next step is
-[Bot Configuration](configuration.md).
+When using python 3.9 on macOS, it's currently necessary to install some os-level modules to allow dependencies to compile.
+The errors you'll see happen during installation and are related to the installation of `tables` or `blosc`.
+
+You can install the necessary libraries with the following command:
+
+```bash
+brew install hdf5 c-blosc
+```
+
+After this, please run the installation (script) again.

docs/overrides/main.html

@@ -0,0 +1,68 @@
+{% extends "base.html" %}
+
+
+<!-- Navigation -->
+{% block site_nav %}
+
+  <!-- Main navigation -->
+  {% if nav %}
+  {% if page and page.meta and page.meta.hide %}
+  {% set hidden = "hidden" if "navigation" in page.meta.hide %}
+  {% endif %}
+  <div class="md-sidebar md-sidebar--primary" data-md-component="sidebar" data-md-type="navigation" {{ hidden }}>
+    <div class="md-sidebar__scrollwrap">
+      <div id="widget-wrapper">
+
+      </div>
+      <div class="md-sidebar__inner">
+        {% include "partials/nav.html" %}
+      </div>
+    </div>
+  </div>
+  {% endif %}
+
+  <!-- Table of contents -->
+  {% if page.toc and not "toc.integrate" in features %}
+  {% if page and page.meta and page.meta.hide %}
+  {% set hidden = "hidden" if "toc" in page.meta.hide %}
+  {% endif %}
+  <div class="md-sidebar md-sidebar--secondary" data-md-component="sidebar" data-md-type="toc" {{ hidden }}>
+    <div class="md-sidebar__scrollwrap">
+      <div class="md-sidebar__inner">
+        {% include "partials/toc.html" %}
+      </div>
+    </div>
+  </div>
+  {% endif %}
+{% endblock %}
+
+{% block footer %}
+    {{ super() }}
+
+    <!-- Place this tag in your head or just before your close body tag. -->
+    <script async defer src="https://buttons.github.io/buttons.js"></script>
+    <script src="https://code.jquery.com/jquery-3.4.1.min.js"
+      integrity="sha256-CSXorXvZcTkaix6Yvo6HppcZGetbYMGWSFlBw8HfCJo=" crossorigin="anonymous"></script>
+
+    <!-- Load binance SDK -->
+    <script async defer src="https://public.bnbstatic.com/static/js/broker-sdk/broker-sdk@1.0.0.min.js"></script>
+
+    <script>
+      window.onload = function () {
+        var sidebar = document.getElementById('widget-wrapper')
+        var newDiv = document.createElement("div");
+        newDiv.id = "widget";
+        try {
+          sidebar.prepend(newDiv);
+
+          window.binanceBrokerPortalSdk.initBrokerSDK('#widget', {
+            apiHost: 'https://www.binance.com',
+            brokerId: 'R4BD3S82',
+            slideTime: 4e4,
+          });
+        } catch(err) {
+          console.log(err)
+        }
+      }
+    </script>
+{% endblock %}

docs/partials/header.html

@@ -1,54 +0,0 @@
-<header class="md-header" data-md-component="header">
-    <nav class="md-header-nav md-grid">
-        <div class="md-flex">
-            <div class="md-flex__cell md-flex__cell--shrink">
-                <a href="{{ config.site_url | default(nav.homepage.url, true) | url }}" title="{{ config.site_name }}"
-                    class="md-header-nav__button md-logo">
-                    {% if config.theme.logo.icon %}
-                    <i class="md-icon">{{ config.theme.logo.icon }}</i>
-                    {% else %}
-                    <img src="{{ config.theme.logo | url }}" width="24" height="24">
-                    {% endif %}
-                </a>
-            </div>
-            <div class="md-flex__cell md-flex__cell--shrink">
-                <label class="md-icon md-icon--menu md-header-nav__button" for="__drawer"></label>
-            </div>
-            <div class="md-flex__cell md-flex__cell--stretch">
-                <div class="md-flex__ellipsis md-header-nav__title" data-md-component="title">
-                    {% block site_name %}
-                    {% if config.site_name == page.title %}
-                    {{ config.site_name }}
-                    {% else %}
-                    <span class="md-header-nav__topic">
-                        {{ config.site_name }}
-                    </span>
-                    <span class="md-header-nav__topic">
-                        {{ page.title }}
-                    </span>
-                    {% endif %}
-                    {% endblock %}
-                </div>
-            </div>
-            <div class="md-flex__cell md-flex__cell--shrink">
-                {% block search_box %}
-                {% if "search" in config["plugins"] %}
-                <label class="md-icon md-icon--search md-header-nav__button" for="__search"></label>
-                {% include "partials/search.html" %}
-                {% endif %}
-                {% endblock %}
-            </div>
-            {% if config.repo_url %}
-            <div class="md-flex__cell md-flex__cell--shrink">
-                <div class="md-header-nav__source">
-                    {% include "partials/source.html" %}
-                </div>
-            </div>
-            {% endif %}
-        </div>
-    </nav>
-    <!-- Place this tag in your head or just before your close body tag. -->
-    <script async defer src="https://buttons.github.io/buttons.js"></script>
-    <script src="https://code.jquery.com/jquery-3.4.1.min.js"
-        integrity="sha256-CSXorXvZcTkaix6Yvo6HppcZGetbYMGWSFlBw8HfCJo=" crossorigin="anonymous"></script>
-</header>

docs/plotting.md

@@ -37,7 +37,7 @@ usage: freqtrade plot-dataframe [-h] [-v] [--logfile FILE] [-V] [-c PATH]
 optional arguments:
   -h, --help            show this help message and exit
   -p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
-                        Show profits for only these pairs. Pairs are space-
+                        Limit command to these pairs. Pairs are space-
                         separated.
   --indicators1 INDICATORS1 [INDICATORS1 ...]
                         Set indicators from your strategy you want in the
@@ -66,8 +66,7 @@ optional arguments:
   --timerange TIMERANGE
                         Specify what timerange of data to use.
   -i TIMEFRAME, --timeframe TIMEFRAME, --ticker-interval TIMEFRAME
-                        Specify ticker interval (`1m`, `5m`, `30m`, `1h`,
-                        `1d`).
+                        Specify timeframe (`1m`, `5m`, `30m`, `1h`, `1d`).
   --no-trades           Skip using trades from backtesting file and DB.
 
 Common arguments:
@@ -91,6 +90,7 @@ Strategy arguments:
                         Specify strategy class name which will be used by the
                         bot.
   --strategy-path PATH  Specify additional strategy lookup path.
+
 ```
 
 Example:
@@ -168,10 +168,17 @@ Additional features when using plot_config include:
 
 * Specify colors per indicator
 * Specify additional subplots
+* Specify indicator pairs to fill area in between 
 
-The sample plot configuration below specifies fixed colors for the indicators. Otherwise consecutive plots may produce different colorschemes each time, making comparisons difficult.
+The sample plot configuration below specifies fixed colors for the indicators. Otherwise, consecutive plots may produce different color schemes each time, making comparisons difficult.
 It also allows multiple subplots to display both MACD and RSI at the same time.
 
+Plot type can be configured using `type` key. Possible types are:
+* `scatter` corresponding to `plotly.graph_objects.Scatter` class (default).
+* `bar` corresponding to `plotly.graph_objects.Bar` class.
+
+Extra parameters to `plotly.graph_objects.*` constructor can be specified in `plotly` dict.
+
 Sample configuration with inline comments explaining the process:
 
 ``` python
@@ -183,23 +190,38 @@ Sample configuration with inline comments explaining the process:
             'ema50': {'color': '#CCCCCC'},
             # By omitting color, a random color is selected.
             'sar': {},
+	    # fill area between senkou_a and senkou_b
+	    'senkou_a': {
+	        'color': 'green', #optional
+	        'fill_to': 'senkou_b',
+	        'fill_label': 'Ichimoku Cloud', #optional
+	        'fill_color': 'rgba(255,76,46,0.2)', #optional
+	    },
+	    # plot senkou_b, too. Not only the area to it.
+	    'senkou_b': {}
         },
         'subplots': {
             # Create subplot MACD
             "MACD": {
-                'macd': {'color': 'blue'},
+                'macd': {'color': 'blue', 'fill_to': 'macdhist'},
                 'macdsignal': {'color': 'orange'},
+                'macdhist': {'type': 'bar', 'plotly': {'opacity': 0.9}}
             },
             # Additional subplot RSI
             "RSI": {
-                'rsi': {'color': 'red'},
+                'rsi': {'color': 'red'}
             }
         }
     }
+
 ```
 
 !!! Note
-    The above configuration assumes that `ema10`, `ema50`, `macd`, `macdsignal` and `rsi` are columns in the DataFrame created by the strategy.
+    The above configuration assumes that `ema10`, `ema50`, `senkou_a`, `senkou_b`,
+    `macd`, `macdsignal`, `macdhist` and `rsi` are columns in the DataFrame created by the strategy.
+
+!!! Warning
+    `plotly` arguments are only supported with plotly library and will not work with freq-ui.
 
 ## Plot profit
 
@@ -233,7 +255,7 @@ usage: freqtrade plot-profit [-h] [-v] [--logfile FILE] [-V] [-c PATH]
 optional arguments:
   -h, --help            show this help message and exit
   -p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
-                        Show profits for only these pairs. Pairs are space-
+                        Limit command to these pairs. Pairs are space-
                         separated.
   --timerange TIMERANGE
                         Specify what timerange of data to use.
@@ -252,8 +274,8 @@ optional arguments:
                         Specify the source for trades (Can be DB or file
                         (backtest file)) Default: file
   -i TIMEFRAME, --timeframe TIMEFRAME, --ticker-interval TIMEFRAME
-                        Specify ticker interval (`1m`, `5m`, `30m`, `1h`,
-                        `1d`).
+                        Specify timeframe (`1m`, `5m`, `30m`, `1h`, `1d`).
+  --auto-open           Automatically open generated plot.
 
 Common arguments:
   -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
@@ -276,6 +298,7 @@ Strategy arguments:
                         Specify strategy class name which will be used by the
                         bot.
   --strategy-path PATH  Specify additional strategy lookup path.
+
 ```
 
 The `-p/--pairs`  argument, can be used to limit the pairs that are considered for this calculation.

docs/plugins.md

@@ -0,0 +1,3 @@
+# Plugins
+--8<-- "includes/pairlists.md"
+--8<-- "includes/protections.md"

docs/requirements-docs.txt

@@ -1,3 +1,4 @@
-mkdocs-material==6.1.0
+mkdocs==1.2.3
+mkdocs-material==7.3.4
 mdx_truly_sane_lists==1.2
-pymdown-extensions==8.0.1
+pymdown-extensions==9.0

docs/rest-api.md

@@ -1,4 +1,19 @@
-# REST API Usage
+# REST API & FreqUI
+
+## FreqUI
+
+Freqtrade provides a builtin webserver, which can serve [FreqUI](https://github.com/freqtrade/frequi), the freqtrade UI.
+
+By default, the UI is not included in the installation (except for docker images), and must be installed explicitly with `freqtrade install-ui`.
+This same command can also be used to update freqUI, should there be a new release.
+
+Once the bot is started in trade / dry-run mode (with `freqtrade trade`) - the UI will be available under the configured port below (usually `http://127.0.0.1:8080`).
+
+!!! info "Alpha release"
+    FreqUI is still considered an alpha release - if you encounter bugs or inconsistencies please open a [FreqUI issue](https://github.com/freqtrade/frequi/issues/new/choose).
+
+!!! Note "developers"
+    Developers should not use this method, but instead use the method described in the [freqUI repository](https://github.com/freqtrade/frequi) to get the source-code of freqUI.
 
 ## Configuration
 
@@ -11,7 +26,8 @@ Sample configuration:
         "enabled": true,
         "listen_ip_address": "127.0.0.1",
         "listen_port": 8080,
-        "verbosity": "info",
+        "verbosity": "error",
+        "enable_openapi": false,
         "jwt_secret_key": "somethingrandom",
         "CORS_origins": [],
         "username": "Freqtrader",
@@ -22,9 +38,6 @@ Sample configuration:
 !!! Danger "Security warning"
     By default, the configuration listens on localhost only (so it's not reachable from other systems). We strongly recommend to not expose this API to the internet and choose a strong, unique password, since others will potentially be able to control your bot.
 
-!!! Danger "Password selection"
-    Please make sure to select a very strong, unique password to protect your bot from unauthorized access.
-
 You can then access the API by going to `http://127.0.0.1:8080/api/v1/ping` in a browser to check if the API is running correctly.
 This should return the response:
 
@@ -34,16 +47,22 @@ This should return the response:
 
 All other endpoints return sensitive info and require authentication and are therefore not available through a web browser.
 
-To generate a secure password, either use a password manager, or use the below code snipped.
+### Security
+
+To generate a secure password, best use a password manager, or use the below code.
 
 ``` python
 import secrets
 secrets.token_hex()
 ```
 
-!!! Hint
+!!! Hint "JWT token"
     Use the same method to also generate a JWT secret key (`jwt_secret_key`).
 
+!!! Danger "Password selection"
+    Please make sure to select a very strong, unique password to protect your bot from unauthorized access.
+    Also change `jwt_secret_key` to something random (no need to remember this, but it'll be used to encrypt your session, so it better be something unique!). 
+
 ### Configuration with docker
 
 If you run your bot using docker, you'll need to have the bot listen to incoming connections. The security is then handled by docker.
@@ -52,32 +71,27 @@ If you run your bot using docker, you'll need to have the bot listen to incoming
     "api_server": {
         "enabled": true,
         "listen_ip_address": "0.0.0.0",
-        "listen_port": 8080
+        "listen_port": 8080,
+        "username": "Freqtrader",
+        "password": "SuperSecret1!",
+        //...
     },
 ```
 
-Add the following to your docker command:
+Make sure that the following 2 lines are available in your docker-compose file:
 
-``` bash
-  -p 127.0.0.1:8080:8080
-```
-
-A complete sample-command may then look as follows:
-
-```bash
-docker run -d \
-  --name freqtrade \
-  -v ~/.freqtrade/config.json:/freqtrade/config.json \
-  -v ~/.freqtrade/user_data/:/freqtrade/user_data \
-  -v ~/.freqtrade/tradesv3.sqlite:/freqtrade/tradesv3.sqlite \
-  -p 127.0.0.1:8080:8080 \
-  freqtrade trade --db-url sqlite:///tradesv3.sqlite --strategy MyAwesomeStrategy
+```yml
+    ports:
+      - "127.0.0.1:8080:8080"
 ```
 
 !!! Danger "Security warning"
-    By using `-p 8080:8080` the API is available to everyone connecting to the server under the correct port, so others may be able to control your bot.
+    By using `8080:8080` in the docker port mapping, the API will be available to everyone connecting to the server under the correct port, so others may be able to control your bot.
 
-## Consuming the API
+
+## Rest API
+
+### Consuming the API
 
 You can consume the API by using the script `scripts/rest_client.py`.
 The client script only requires the `requests` module, so Freqtrade does not need to be installed on the system.
@@ -88,14 +102,17 @@ python3 scripts/rest_client.py <command> [optional parameters]
 
 By default, the script assumes `127.0.0.1` (localhost) and port `8080` to be used, however you can specify a configuration file to override this behaviour.
 
-### Minimalistic client config
+#### Minimalistic client config
 
 ``` json
 {
     "api_server": {
         "enabled": true,
         "listen_ip_address": "0.0.0.0",
-        "listen_port": 8080
+        "listen_port": 8080,
+        "username": "Freqtrader",
+        "password": "SuperSecret1!",
+        //...
     }
 }
 ```
@@ -104,7 +121,7 @@ By default, the script assumes `127.0.0.1` (localhost) and port `8080` to be use
 python3 scripts/rest_client.py --config rest_config.json <command> [optional parameters]
 ```
 
-## Available endpoints
+### Available endpoints
 
 |  Command | Description |
 |----------|-------------|
@@ -113,13 +130,15 @@ python3 scripts/rest_client.py --config rest_config.json <command> [optional par
 | `stop` | Stops the trader.
 | `stopbuy` | Stops the trader from opening new trades. Gracefully closes open trades according to their rules.
 | `reload_config` | Reloads the configuration file.
-| `trades` | List last trades.
+| `trades` | List last trades. Limited to 500 trades per call.
+| `trade/<tradeid>` | Get specific trade.
 | `delete_trade <trade_id>` | Remove trade from the database. Tries to close open orders. Requires manual handling of this trade on the exchange.
 | `show_config` | Shows part of the current configuration with relevant settings to operation.
 | `logs` | Shows last log messages.
 | `status` | Lists all open trades.
 | `count` | Displays number of trades used and available.
 | `locks` | Displays currently locked pairs.
+| `delete_lock <lock_id>` | Deletes (disables) the lock by id.
 | `profit` | Display a summary of your profit/loss from close trades and some stats about your performance.
 | `forcesell <trade_id>` | Instantly sells the given trade  (Ignoring `minimum_roi`).
 | `forcesell all` | Instantly sells all open trades (Ignoring `minimum_roi`).
@@ -127,6 +146,7 @@ python3 scripts/rest_client.py --config rest_config.json <command> [optional par
 | `performance` | Show performance of each finished trade grouped by pair.
 | `balance` | Show account balance per currency.
 | `daily <n>` | Shows profit or loss per day, over the last n days (n defaults to 7).
+| `stats` | Display a summary of profit / loss reasons as well as average holding times.
 | `whitelist` | Show the current whitelist.
 | `blacklist [pair]` | Show the current blacklist, or adds a pair to the blacklist.
 | `edge` | Show validated pairs by Edge if it is enabled.
@@ -168,7 +188,12 @@ count
 	Return the amount of open trades.
 
 daily
-	Return the amount of open trades.
+	Return the profits for each day, and amount of trades.
+
+delete_lock
+	Delete (disable) lock from the database.
+
+        :param lock_id: ID for the lock to delete
 
 delete_trade
 	Delete trade from the database.
@@ -190,10 +215,13 @@ forcesell
 
         :param tradeid: Id of the trade (can be received via status command)
 
+locks
+	Return current locks
+
 logs
 	Show latest logs.
 
-        :param limit: Limits log messages to the last <limit> logs. No limit to get all the trades.
+        :param limit: Limits log messages to the last <limit> logs. No limit to get the entire log.
 
 pair_candles
 	Return live dataframe for <pair><timeframe>.
@@ -213,6 +241,9 @@ pair_history
 performance
 	Return the performance of the different coins.
 
+ping
+	simple ping
+
 plot_config
 	Return plot configuration if the strategy defines one.
 
@@ -229,6 +260,9 @@ show_config
 start
 	Start the bot if it's in the stopped state.
 
+stats
+	Return the stats report (durations, sell-reasons).
+
 status
 	Get the status of open trades.
 
@@ -246,20 +280,30 @@ strategy
 
         :param strategy: Strategy class name
 
-trades
-	Return trades history.
+trade
+	Return specific trade
 
-        :param limit: Limits trades to the X last trades. No limit to get all the trades.
+        :param trade_id: Specify which trade to get.
+
+trades
+	Return trades history, sorted by id
+
+        :param limit: Limits trades to the X last trades. Max 500 trades.
+        :param offset: Offset by this amount of trades.
 
 version
 	Return the version of the bot.
 
 whitelist
 	Show the current whitelist.
-
 ```
 
-## Advanced API usage using JWT tokens
+### OpenAPI interface
+
+To enable the builtin openAPI interface (Swagger UI), specify `"enable_openapi": true` in the api_server configuration.
+This will enable the Swagger UI at the `/docs` endpoint. By default, that's running at http://localhost:8080/docs/ - but it'll depend on your settings.
+
+### Advanced API usage using JWT tokens
 
 !!! Note
     The below should be done in an application (a Freqtrade REST API client, which fetches info via API), and is not intended to be used on a regular basis.
@@ -284,9 +328,9 @@ Since the access token has a short timeout (15 min) - the `token/refresh` reques
 {"access_token":"eyJ0eXAiOiJKV1QiLCJhbGciOiJIUzI1NiJ9.eyJpYXQiOjE1ODkxMTk5NzQsIm5iZiI6MTU4OTExOTk3NCwianRpIjoiMDBjNTlhMWUtMjBmYS00ZTk0LTliZjAtNWQwNTg2MTdiZDIyIiwiZXhwIjoxNTg5MTIwODc0LCJpZGVudGl0eSI6eyJ1IjoiRnJlcXRyYWRlciJ9LCJmcmVzaCI6ZmFsc2UsInR5cGUiOiJhY2Nlc3MifQ.1seHlII3WprjjclY6DpRhen0rqdF4j6jbvxIhUFaSbs"}
 ```
 
-## CORS
+### CORS
 
-All web-based frontends are subject to [CORS](https://developer.mozilla.org/en-US/docs/Web/HTTP/CORS) - Cross-Origin Resource Sharing.
+All web-based front-ends are subject to [CORS](https://developer.mozilla.org/en-US/docs/Web/HTTP/CORS) - Cross-Origin Resource Sharing.
 Since most of the requests to the Freqtrade API must be authenticated, a proper CORS policy is key to avoid security problems.
 Also, the standard disallows `*` CORS policies for requests with credentials, so this setting must be set appropriately.
 

docs/sandbox-testing.md

@@ -6,6 +6,10 @@ With some configuration, freqtrade (in combination with ccxt) provides access to
 This document is an overview to configure Freqtrade to be used with sandboxes.
 This can be useful to developers and trader alike.
 
+!!! Warning
+    Sandboxes usually have very low volume, and either a very wide spread, or no orders available at all.
+    Therefore, sandboxes will usually not do a good job of showing you how a strategy would work in real trading.
+
 ## Exchanges known to have a sandbox / testnet
 
 * [binance](https://testnet.binance.vision/)

docs/sql_cheatsheet.md

@@ -19,7 +19,7 @@ The freqtrade docker image does contain sqlite3, so you can edit the database wi
 
 ``` bash
 docker-compose exec freqtrade /bin/bash
-sqlite3 <databasefile>.sqlite
+sqlite3 <database-file>.sqlite
 ```
 
 ## Open the DB
@@ -99,3 +99,32 @@ DELETE FROM trades WHERE id = 31;
 
 !!! Warning
     This will remove this trade from the database. Please make sure you got the correct id and **NEVER** run this query without the `where` clause.
+
+## Use a different database system
+
+!!! Warning
+    By using one of the below database systems, you acknowledge that you know how to manage such a system. Freqtrade will not provide any support with setup or maintenance (or backups) of the below database systems.
+
+### PostgreSQL
+
+Freqtrade supports PostgreSQL by using SQLAlchemy, which supports multiple different database systems.
+
+Installation:
+`pip install psycopg2-binary`
+
+Usage:
+`... --db-url postgresql+psycopg2://<username>:<password>@localhost:5432/<database>`
+
+Freqtrade will automatically create the tables necessary upon startup.
+
+If you're running different instances of Freqtrade, you must either setup one database per Instance or use different users / schemas for your connections.
+
+### MariaDB / MySQL
+
+Freqtrade supports MariaDB by using SQLAlchemy, which supports multiple different database systems.
+
+Installation:
+`pip install pymysql`
+
+Usage:
+`... --db-url mysql+pymysql://<username>:<password>@localhost:3306/<database>`

docs/stoploss.md

@@ -23,11 +23,12 @@ These modes can be configured with these values:
 ```
 
 !!! Note
-    Stoploss on exchange is only supported for Binance (stop-loss-limit), Kraken (stop-loss-market) and FTX (stop limit and stop-market) as of now.  
-    <ins>Do not set too low stoploss value if using stop loss on exchange!</ins>  
-    If set to low/tight then you have greater risk of missing fill on the order and stoploss will not work
+    Stoploss on exchange is only supported for Binance (stop-loss-limit), Kraken (stop-loss-market, stop-loss-limit) and FTX (stop limit and stop-market) as of now.  
+    <ins>Do not set too low/tight stoploss value if using stop loss on exchange!</ins>  
+    If set to low/tight then you have greater risk of missing fill on the order and stoploss will not work.
 
 ### stoploss_on_exchange and stoploss_on_exchange_limit_ratio
+
 Enable or Disable stop loss on exchange.
 If the stoploss is *on exchange* it means a stoploss limit order is placed on the exchange immediately after buy order happens successfully. This will protect you against sudden crashes in market as the order will be in the queue immediately and if market goes down then the order has more chance of being fulfilled.
 
@@ -35,18 +36,31 @@ If `stoploss_on_exchange` uses limit orders, the exchange needs 2 prices, the st
 `stoploss` defines the stop-price where the limit order is placed - and limit should be slightly below this.  
 If an exchange supports both limit and market stoploss orders, then the value of `stoploss` will be used to determine the stoploss type.  
 
-Calculation example: we bought the asset at 100$.  
-Stop-price is 95$, then limit would be `95 * 0.99 = 94.05$` - so the limit order fill can happen between 95$ and 94.05$.  
+Calculation example: we bought the asset at 100\$.  
+Stop-price is 95\$, then limit would be `95 * 0.99 = 94.05$` - so the limit order fill can happen between 95$ and 94.05$.  
 
 For example, assuming the stoploss is on exchange, and trailing stoploss is enabled, and the market is going up, then the bot automatically cancels the previous stoploss order and puts a new one with a stop value higher than the previous stoploss order.
 
+!!! Note
+    If `stoploss_on_exchange` is enabled and the stoploss is cancelled manually on the exchange, then the bot will create a new stoploss order.
+
 ### stoploss_on_exchange_interval
+
 In case of stoploss on exchange there is another parameter called `stoploss_on_exchange_interval`. This configures the interval in seconds at which the bot will check the stoploss and update it if necessary.  
 The bot cannot do these every 5 seconds (at each iteration), otherwise it would get banned by the exchange.
 So this parameter will tell the bot how often it should update the stoploss order. The default value is 60 (1 minute).
 This same logic will reapply a stoploss order on the exchange should you cancel it accidentally.
 
+### forcesell
+
+`forcesell` is an optional value, which defaults to the same value as `sell` and is used when sending a `/forcesell` command from Telegram or from the Rest API.
+
+### forcebuy
+
+`forcebuy` is an optional value, which defaults to the same value as `buy` and is used when sending a `/forcebuy` command from Telegram or from the Rest API.
+
 ### emergencysell
+
 `emergencysell` is an optional value, which defaults to `market` and is used when creating stop loss on exchange orders fails.
 The below is the default which is used if not changed in strategy or configuration file.
 
@@ -72,6 +86,7 @@ At this stage the bot contains the following stoploss support modes:
 2. Trailing stop loss.
 3. Trailing stop loss, custom positive loss.
 4. Trailing stop loss only once the trade has reached a certain offset.
+5. [Custom stoploss function](strategy-advanced.md#custom-stoploss)
 
 ### Static Stop Loss
 
@@ -84,6 +99,7 @@ Example of stop loss:
 ```
 
 For example, simplified math:
+
 * the bot buys an asset at a price of 100$
 * the stop loss is defined at -10%
 * the stop loss would get triggered once the asset drops below 90$
@@ -107,7 +123,7 @@ For example, simplified math:
 * the stop loss would get triggered once the asset drops below 90$
 * assuming the asset now increases to 102$
 * the stop loss will now be -10% of 102$ = 91.8$
-* now the asset drops in value to 101$, the stop loss will still be 91.8$ and would trigger at 91.8$.
+* now the asset drops in value to 101\$, the stop loss will still be 91.8$ and would trigger at 91.8$.
 
 In summary: The stoploss will be adjusted to be always be -10% of the highest observed price.
 
@@ -133,8 +149,8 @@ For example, simplified math:
 * the stop loss is defined at -10%
 * the stop loss would get triggered once the asset drops below 90$
 * assuming the asset now increases to 102$
-* the stop loss will now be -2% of 102$ = 99.96$ (99.96$ stop loss will be locked in and will follow asset price increasements with -2%)
-* now the asset drops in value to 101$, the stop loss will still be 99.96$ and would trigger at 99.96$
+* the stop loss will now be -2% of 102$ = 99.96$ (99.96$ stop loss will be locked in and will follow asset price increments with -2%)
+* now the asset drops in value to 101\$, the stop loss will still be 99.96$ and would trigger at 99.96$
 
 The 0.02 would translate to a -2% stop loss.
 Before this, `stoploss` is used for the trailing stoploss.
@@ -151,7 +167,7 @@ This option can be used with or without `trailing_stop_positive`, but uses `trai
     trailing_only_offset_is_reached = True
 ```
 
-Configuration (offset is buyprice + 3%):
+Configuration (offset is buy-price + 3%):
 
 ``` python
     stoploss = -0.10
@@ -169,7 +185,7 @@ For example, simplified math:
 * stoploss will remain at 90$ unless asset increases to or above our configured offset
 * assuming the asset now increases to 103$ (where we have the offset configured)
 * the stop loss will now be -2% of 103$ = 100.94$
-* now the asset drops in value to 101$, the stop loss will still be 100.94$ and would trigger at 100.94$
+* now the asset drops in value to 101\$, the stop loss will still be 100.94$ and would trigger at 100.94$
 
 !!! Tip
     Make sure to have this value (`trailing_stop_positive_offset`) lower than minimal ROI, otherwise minimal ROI will apply first and sell the trade.

docs/strategy-advanced.md

@@ -8,11 +8,415 @@ If you're just getting started, please be familiar with the methods described in
 !!! Note
     All callback methods described below should only be implemented in a strategy if they are actually used.
 
+!!! Tip
+    You can get a strategy template containing all below methods by running `freqtrade new-strategy --strategy MyAwesomeStrategy --template advanced`
+
+## Storing information
+
+Storing information can be accomplished by creating a new dictionary within the strategy class.
+
+The name of the variable can be chosen at will, but should be prefixed with `cust_` to avoid naming collisions with predefined strategy variables.
+
+```python
+class AwesomeStrategy(IStrategy):
+    # Create custom dictionary
+    custom_info = {}
+
+    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        # Check if the entry already exists
+        if not metadata["pair"] in self.custom_info:
+            # Create empty entry for this pair
+            self.custom_info[metadata["pair"]] = {}
+
+        if "crosstime" in self.custom_info[metadata["pair"]]:
+            self.custom_info[metadata["pair"]]["crosstime"] += 1
+        else:
+            self.custom_info[metadata["pair"]]["crosstime"] = 1
+```
+
+!!! Warning
+    The data is not persisted after a bot-restart (or config-reload). Also, the amount of data should be kept smallish (no DataFrames and such), otherwise the bot will start to consume a lot of memory and eventually run out of memory and crash.
+
+!!! Note
+    If the data is pair-specific, make sure to use pair as one of the keys in the dictionary.
+
+## Dataframe access
+
+You may access dataframe in various strategy functions by querying it from dataprovider.
+
+``` python
+from freqtrade.exchange import timeframe_to_prev_date
+
+class AwesomeStrategy(IStrategy):
+    def confirm_trade_exit(self, pair: str, trade: 'Trade', order_type: str, amount: float,
+                           rate: float, time_in_force: str, sell_reason: str,
+                           current_time: 'datetime', **kwargs) -> bool:
+        # Obtain pair dataframe.
+        dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
+
+        # Obtain last available candle. Do not use current_time to look up latest candle, because 
+        # current_time points to current incomplete candle whose data is not available.
+        last_candle = dataframe.iloc[-1].squeeze()
+        # <...>
+
+        # In dry/live runs trade open date will not match candle open date therefore it must be 
+        # rounded.
+        trade_date = timeframe_to_prev_date(self.timeframe, trade.open_date_utc)
+        # Look up trade candle.
+        trade_candle = dataframe.loc[dataframe['date'] == trade_date]
+        # trade_candle may be empty for trades that just opened as it is still incomplete.
+        if not trade_candle.empty:
+            trade_candle = trade_candle.squeeze()
+            # <...>
+```
+
+!!! Warning "Using .iloc[-1]"
+    You can use `.iloc[-1]` here because `get_analyzed_dataframe()` only returns candles that backtesting is allowed to see.
+    This will not work in `populate_*` methods, so make sure to not use `.iloc[]` in that area.
+    Also, this will only work starting with version 2021.5.
+
+***
+
+## Custom sell signal
+
+It is possible to define custom sell signals, indicating that specified position should be sold. This is very useful when we need to customize sell conditions for each individual trade, or if you need the trade profit to take the sell decision. 
+
+For example you could implement a 1:2 risk-reward ROI with `custom_sell()`.
+
+Using custom_sell() signals in place of stoploss though *is not recommended*. It is a inferior method to using `custom_stoploss()` in this regard - which also allows you to keep the stoploss on exchange.
+
+!!! Note
+    Returning a `string` or `True` from this method is equal to setting sell signal on a candle at specified time. This method is not called when sell signal is set already, or if sell signals are disabled (`use_sell_signal=False` or `sell_profit_only=True` while profit is below `sell_profit_offset`). `string` max length is 64 characters. Exceeding this limit will cause the message to be truncated to 64 characters.
+
+An example of how we can use different indicators depending on the current profit and also sell trades that were open longer than one day:
+
+``` python
+class AwesomeStrategy(IStrategy):
+    def custom_sell(self, pair: str, trade: 'Trade', current_time: 'datetime', current_rate: float,
+                    current_profit: float, **kwargs):
+        dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
+        last_candle = dataframe.iloc[-1].squeeze()
+
+        # Above 20% profit, sell when rsi < 80
+        if current_profit > 0.2:
+            if last_candle['rsi'] < 80:
+                return 'rsi_below_80'
+
+        # Between 2% and 10%, sell if EMA-long above EMA-short
+        if 0.02 < current_profit < 0.1:
+            if last_candle['emalong'] > last_candle['emashort']:
+                return 'ema_long_below_80'
+
+        # Sell any positions at a loss if they are held for more than one day.
+        if current_profit < 0.0 and (current_time - trade.open_date_utc).days >= 1:
+            return 'unclog'
+```
+
+See [Dataframe access](#dataframe-access) for more information about dataframe use in strategy callbacks.
+
+## Buy Tag
+
+When your strategy has multiple buy signals, you can name the signal that triggered.
+Then you can access you buy signal on `custom_sell`
+
+```python
+def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+    dataframe.loc[
+        (
+            (dataframe['rsi'] < 35) &
+            (dataframe['volume'] > 0)
+        ),
+        ['buy', 'buy_tag']] = (1, 'buy_signal_rsi')
+
+    return dataframe
+
+def custom_sell(self, pair: str, trade: Trade, current_time: datetime, current_rate: float,
+                    current_profit: float, **kwargs):
+    dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
+    last_candle = dataframe.iloc[-1].squeeze()
+    if trade.buy_tag == 'buy_signal_rsi' and last_candle['rsi'] > 80:
+        return 'sell_signal_rsi'
+    return None
+
+```
+
+!!! Note
+    `buy_tag` is limited to 100 characters, remaining data will be truncated.
+
+
+## Custom stoploss
+
+The stoploss price can only ever move upwards - if the stoploss value returned from `custom_stoploss` would result in a lower stoploss price than was previously set, it will be ignored. The traditional `stoploss` value serves as an absolute lower level and will be instated as the initial stoploss.
+
+The usage of the custom stoploss method must be enabled by setting `use_custom_stoploss=True` on the strategy object.
+The method must return a stoploss value (float / number) as a percentage of the current price.
+E.g. If the `current_rate` is 200 USD, then returning `0.02` will set the stoploss price 2% lower, at 196 USD.
+
+The absolute value of the return value is used (the sign is ignored), so returning `0.05` or `-0.05` have the same result, a stoploss 5% below the current price.
+
+To simulate a regular trailing stoploss of 4% (trailing 4% behind the maximum reached price) you would use the following very simple method:
+
+``` python
+# additional imports required
+from datetime import datetime
+from freqtrade.persistence import Trade
+
+class AwesomeStrategy(IStrategy):
+
+    # ... populate_* methods
+
+    use_custom_stoploss = True
+
+    def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
+                        current_rate: float, current_profit: float, **kwargs) -> float:
+        """
+        Custom stoploss logic, returning the new distance relative to current_rate (as ratio).
+        e.g. returning -0.05 would create a stoploss 5% below current_rate.
+        The custom stoploss can never be below self.stoploss, which serves as a hard maximum loss.
+
+        For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
+
+        When not implemented by a strategy, returns the initial stoploss value
+        Only called when use_custom_stoploss is set to True.
+
+        :param pair: Pair that's currently analyzed
+        :param trade: trade object.
+        :param current_time: datetime object, containing the current datetime
+        :param current_rate: Rate, calculated based on pricing settings in ask_strategy.
+        :param current_profit: Current profit (as ratio), calculated based on current_rate.
+        :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
+        :return float: New stoploss value, relative to the current rate
+        """
+        return -0.04
+```
+
+Stoploss on exchange works similar to `trailing_stop`, and the stoploss on exchange is updated as configured in `stoploss_on_exchange_interval` ([More details about stoploss on exchange](stoploss.md#stop-loss-on-exchange-freqtrade)).
+
+!!! Note "Use of dates"
+    All time-based calculations should be done based on `current_time` - using `datetime.now()` or `datetime.utcnow()` is discouraged, as this will break backtesting support.
+
+!!! Tip "Trailing stoploss"
+    It's recommended to disable `trailing_stop` when using custom stoploss values. Both can work in tandem, but you might encounter the trailing stop to move the price higher while your custom function would not want this, causing conflicting behavior.
+
+### Custom stoploss examples
+
+The next section will show some examples on what's possible with the custom stoploss function.
+Of course, many more things are possible, and all examples can be combined at will.
+
+#### Time based trailing stop
+
+Use the initial stoploss for the first 60 minutes, after this change to 10% trailing stoploss, and after 2 hours (120 minutes) we use a 5% trailing stoploss.
+
+``` python
+from datetime import datetime, timedelta
+from freqtrade.persistence import Trade
+
+class AwesomeStrategy(IStrategy):
+
+    # ... populate_* methods
+
+    use_custom_stoploss = True
+
+    def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
+                        current_rate: float, current_profit: float, **kwargs) -> float:
+
+        # Make sure you have the longest interval first - these conditions are evaluated from top to bottom.
+        if current_time - timedelta(minutes=120) > trade.open_date_utc:
+            return -0.05
+        elif current_time - timedelta(minutes=60) > trade.open_date_utc:
+            return -0.10
+        return 1
+```
+
+#### Different stoploss per pair
+
+Use a different stoploss depending on the pair.
+In this example, we'll trail the highest price with 10% trailing stoploss for `ETH/BTC` and `XRP/BTC`, with 5% trailing stoploss for `LTC/BTC` and with 15% for all other pairs.
+
+``` python
+from datetime import datetime
+from freqtrade.persistence import Trade
+
+class AwesomeStrategy(IStrategy):
+
+    # ... populate_* methods
+
+    use_custom_stoploss = True
+
+    def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
+                        current_rate: float, current_profit: float, **kwargs) -> float:
+
+        if pair in ('ETH/BTC', 'XRP/BTC'):
+            return -0.10
+        elif pair in ('LTC/BTC'):
+            return -0.05
+        return -0.15
+```
+
+#### Trailing stoploss with positive offset
+
+Use the initial stoploss until the profit is above 4%, then use a trailing stoploss of 50% of the current profit with a minimum of 2.5% and a maximum of 5%.
+
+Please note that the stoploss can only increase, values lower than the current stoploss are ignored.
+
+``` python
+from datetime import datetime, timedelta
+from freqtrade.persistence import Trade
+
+class AwesomeStrategy(IStrategy):
+
+    # ... populate_* methods
+
+    use_custom_stoploss = True
+
+    def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
+                        current_rate: float, current_profit: float, **kwargs) -> float:
+
+        if current_profit < 0.04:
+            return -1 # return a value bigger than the initial stoploss to keep using the initial stoploss
+
+        # After reaching the desired offset, allow the stoploss to trail by half the profit
+        desired_stoploss = current_profit / 2
+
+        # Use a minimum of 2.5% and a maximum of 5%
+        return max(min(desired_stoploss, 0.05), 0.025)
+```
+
+#### Calculating stoploss relative to open price
+
+Stoploss values returned from `custom_stoploss()` always specify a percentage relative to `current_rate`. In order to set a stoploss relative to the *open* price, we need to use `current_profit` to calculate what percentage relative to the `current_rate` will give you the same result as if the percentage was specified from the open price.
+
+The helper function [`stoploss_from_open()`](strategy-customization.md#stoploss_from_open) can be used to convert from an open price relative stop, to a current price relative stop which can be returned from `custom_stoploss()`.
+
+### Calculating stoploss percentage from absolute price
+
+Stoploss values returned from `custom_stoploss()` always specify a percentage relative to `current_rate`. In order to set a stoploss at specified absolute price level, we need to use `stop_rate` to calculate what percentage relative to the `current_rate` will give you the same result as if the percentage was specified from the open price.
+
+The helper function [`stoploss_from_absolute()`](strategy-customization.md#stoploss_from_absolute) can be used to convert from an absolute price, to a current price relative stop which can be returned from `custom_stoploss()`.
+
+#### Stepped stoploss
+
+Instead of continuously trailing behind the current price, this example sets fixed stoploss price levels based on the current profit.
+
+* Use the regular stoploss until 20% profit is reached
+* Once profit is > 20% - set stoploss to 7% above open price.
+* Once profit is > 25% - set stoploss to 15% above open price.
+* Once profit is > 40% - set stoploss to 25% above open price.
+
+``` python
+from datetime import datetime
+from freqtrade.persistence import Trade
+from freqtrade.strategy import stoploss_from_open
+
+class AwesomeStrategy(IStrategy):
+
+    # ... populate_* methods
+
+    use_custom_stoploss = True
+
+    def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
+                        current_rate: float, current_profit: float, **kwargs) -> float:
+
+        # evaluate highest to lowest, so that highest possible stop is used
+        if current_profit > 0.40:
+            return stoploss_from_open(0.25, current_profit)
+        elif current_profit > 0.25:
+            return stoploss_from_open(0.15, current_profit)
+        elif current_profit > 0.20:
+            return stoploss_from_open(0.07, current_profit)
+
+        # return maximum stoploss value, keeping current stoploss price unchanged
+        return 1
+```
+
+#### Custom stoploss using an indicator from dataframe example
+
+Absolute stoploss value may be derived from indicators stored in dataframe. Example uses parabolic SAR below the price as stoploss.
+
+``` python
+class AwesomeStrategy(IStrategy):
+
+    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        # <...>
+        dataframe['sar'] = ta.SAR(dataframe)
+
+    use_custom_stoploss = True
+
+    def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
+                        current_rate: float, current_profit: float, **kwargs) -> float:
+
+        dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
+        last_candle = dataframe.iloc[-1].squeeze()
+
+        # Use parabolic sar as absolute stoploss price
+        stoploss_price = last_candle['sar']
+
+        # Convert absolute price to percentage relative to current_rate
+        if stoploss_price < current_rate:
+            return (stoploss_price / current_rate) - 1
+
+        # return maximum stoploss value, keeping current stoploss price unchanged
+        return 1
+```
+
+See [Dataframe access](#dataframe-access) for more information about dataframe use in strategy callbacks.
+
+---
+
+## Custom order price rules
+
+By default, freqtrade use the orderbook to automatically set an order price([Relevant documentation](configuration.md#prices-used-for-orders)), you also have the option to create custom order prices based on your strategy.
+
+You can use this feature by creating a `custom_entry_price()` function in your strategy file to customize entry prices and `custom_exit_price()` for exits.
+
+!!! Note
+    If your custom pricing function return None or an invalid value, price will fall back to `proposed_rate`, which is based on the regular pricing configuration.
+
+### Custom order entry and exit price example
+
+``` python
+from datetime import datetime, timedelta, timezone
+from freqtrade.persistence import Trade
+
+class AwesomeStrategy(IStrategy):
+
+    # ... populate_* methods
+
+    def custom_entry_price(self, pair: str, current_time: datetime,
+                           proposed_rate, **kwargs) -> float:
+
+        dataframe, last_updated = self.dp.get_analyzed_dataframe(pair=pair,
+                                                                timeframe=self.timeframe)
+        new_entryprice = dataframe['bollinger_10_lowerband'].iat[-1]
+        
+        return new_entryprice
+
+    def custom_exit_price(self, pair: str, trade: Trade,
+                          current_time: datetime, proposed_rate: float,
+                          current_profit: float, **kwargs) -> float:
+
+        dataframe, last_updated = self.dp.get_analyzed_dataframe(pair=pair,
+                                                                timeframe=self.timeframe)
+        new_exitprice = dataframe['bollinger_10_upperband'].iat[-1]
+        
+        return new_exitprice
+
+```
+
+!!! Warning
+    Modifying entry and exit prices will only work for limit orders. Depending on the price chosen, this can result in a lot of unfilled orders. By default the maximum allowed distance between the current price and the custom price is 2%, this value can be changed in config with the `custom_price_max_distance_ratio` parameter.
+
+!!! Example
+    If the new_entryprice is 97, the proposed_rate is 100 and the `custom_price_max_distance_ratio` is set to 2%, The retained valid custom entry price will be 98.
+
+!!! Warning "No backtesting support"
+    Custom entry-prices are currently not supported during backtesting.
+
 ## Custom order timeout rules
 
-Simple, timebased order-timeouts can be configured either via strategy or in the configuration in the `unfilledtimeout` section.
+Simple, time-based order-timeouts can be configured either via strategy or in the configuration in the `unfilledtimeout` section.
 
-However, freqtrade also offers a custom callback for both ordertypes, which allows you to decide based on custom criteria if a order did time out or not.
+However, freqtrade also offers a custom callback for both order types, which allows you to decide based on custom criteria if an order did time out or not.
 
 !!! Note
     Unfilled order timeouts are not relevant during backtesting or hyperopt, and are only relevant during real (live) trading. Therefore these methods are only called in these circumstances.
@@ -25,10 +429,10 @@ It applies a tight timeout for higher priced assets, while allowing more time to
 The function must return either `True` (cancel order) or `False` (keep order alive).
 
 ``` python
-from datetime import datetime, timedelta
+from datetime import datetime, timedelta, timezone
 from freqtrade.persistence import Trade
 
-class Awesomestrategy(IStrategy):
+class AwesomeStrategy(IStrategy):
 
     # ... populate_* methods
 
@@ -39,21 +443,21 @@ class Awesomestrategy(IStrategy):
     }
 
     def check_buy_timeout(self, pair: str, trade: 'Trade', order: dict, **kwargs) -> bool:
-        if trade.open_rate > 100 and trade.open_date < datetime.utcnow() - timedelta(minutes=5):
+        if trade.open_rate > 100 and trade.open_date_utc < datetime.now(timezone.utc) - timedelta(minutes=5):
             return True
-        elif trade.open_rate > 10 and trade.open_date < datetime.utcnow() - timedelta(minutes=3):
+        elif trade.open_rate > 10 and trade.open_date_utc < datetime.now(timezone.utc) - timedelta(minutes=3):
             return True
-        elif trade.open_rate < 1 and trade.open_date < datetime.utcnow() - timedelta(hours=24):
+        elif trade.open_rate < 1 and trade.open_date_utc < datetime.now(timezone.utc) - timedelta(hours=24):
            return True
         return False
 
 
     def check_sell_timeout(self, pair: str, trade: 'Trade', order: dict, **kwargs) -> bool:
-        if trade.open_rate > 100 and trade.open_date < datetime.utcnow() - timedelta(minutes=5):
+        if trade.open_rate > 100 and trade.open_date_utc < datetime.now(timezone.utc) - timedelta(minutes=5):
             return True
-        elif trade.open_rate > 10 and trade.open_date < datetime.utcnow() - timedelta(minutes=3):
+        elif trade.open_rate > 10 and trade.open_date_utc < datetime.now(timezone.utc) - timedelta(minutes=3):
             return True
-        elif trade.open_rate < 1 and trade.open_date < datetime.utcnow() - timedelta(hours=24):
+        elif trade.open_rate < 1 and trade.open_date_utc < datetime.now(timezone.utc) - timedelta(hours=24):
            return True
         return False
 ```
@@ -67,7 +471,7 @@ class Awesomestrategy(IStrategy):
 from datetime import datetime
 from freqtrade.persistence import Trade
 
-class Awesomestrategy(IStrategy):
+class AwesomeStrategy(IStrategy):
 
     # ... populate_* methods
 
@@ -95,6 +499,8 @@ class Awesomestrategy(IStrategy):
         return False
 ```
 
+---
+
 ## Bot loop start callback
 
 A simple callback which is called once at the start of every bot throttling iteration.
@@ -103,7 +509,7 @@ This can be used to perform calculations which are pair independent (apply to al
 ``` python
 import requests
 
-class Awesomestrategy(IStrategy):
+class AwesomeStrategy(IStrategy):
 
     # ... populate_* methods
 
@@ -128,12 +534,12 @@ class Awesomestrategy(IStrategy):
 `confirm_trade_entry()` can be used to abort a trade entry at the latest second (maybe because the price is not what we expect).
 
 ``` python
-class Awesomestrategy(IStrategy):
+class AwesomeStrategy(IStrategy):
 
     # ... populate_* methods
 
     def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float,
-                            time_in_force: str, **kwargs) -> bool:
+                            time_in_force: str, current_time: datetime, **kwargs) -> bool:
         """
         Called right before placing a buy order.
         Timing for this function is critical, so avoid doing heavy computations or
@@ -148,6 +554,7 @@ class Awesomestrategy(IStrategy):
         :param amount: Amount in target (quote) currency that's going to be traded.
         :param rate: Rate that's going to be used when using limit orders
         :param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
+        :param current_time: datetime object, containing the current datetime
         :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
         :return bool: When True is returned, then the buy-order is placed on the exchange.
             False aborts the process
@@ -164,12 +571,13 @@ class Awesomestrategy(IStrategy):
 from freqtrade.persistence import Trade
 
 
-class Awesomestrategy(IStrategy):
+class AwesomeStrategy(IStrategy):
 
     # ... populate_* methods
 
     def confirm_trade_exit(self, pair: str, trade: Trade, order_type: str, amount: float,
-                           rate: float, time_in_force: str, sell_reason: str, **kwargs) -> bool:
+                           rate: float, time_in_force: str, sell_reason: str,
+                           current_time: datetime, **kwargs) -> bool:
         """
         Called right before placing a regular sell order.
         Timing for this function is critical, so avoid doing heavy computations or
@@ -187,6 +595,7 @@ class Awesomestrategy(IStrategy):
         :param sell_reason: Sell reason.
             Can be any of ['roi', 'stop_loss', 'stoploss_on_exchange', 'trailing_stop_loss',
                            'sell_signal', 'force_sell', 'emergency_sell']
+        :param current_time: datetime object, containing the current datetime
         :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
         :return bool: When True is returned, then the sell-order is placed on the exchange.
             False aborts the process
@@ -200,6 +609,41 @@ class Awesomestrategy(IStrategy):
 
 ```
 
+### Stake size management
+
+It is possible to manage your risk by reducing or increasing stake amount when placing a new trade.
+
+```python
+class AwesomeStrategy(IStrategy):
+    def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: float,
+                            proposed_stake: float, min_stake: float, max_stake: float,
+                            **kwargs) -> float:
+
+        dataframe, _ = self.dp.get_analyzed_dataframe(pair=pair, timeframe=self.timeframe)
+        current_candle = dataframe.iloc[-1].squeeze()
+
+        if current_candle['fastk_rsi_1h'] > current_candle['fastd_rsi_1h']:
+            if self.config['stake_amount'] == 'unlimited':
+                # Use entire available wallet during favorable conditions when in compounding mode.
+                return max_stake
+            else:
+                # Compound profits during favorable conditions instead of using a static stake.
+                return self.wallets.get_total_stake_amount() / self.config['max_open_trades']
+
+        # Use default stake amount.
+        return proposed_stake
+```
+
+Freqtrade will fall back to the `proposed_stake` value should your code raise an exception. The exception itself will be logged.
+
+!!! Tip
+    You do not _have_ to ensure that `min_stake <= returned_value <= max_stake`. Trades will succeed as the returned value will be clamped to supported range and this acton will be logged.
+
+!!! Tip
+    Returning `0` or `None` will prevent trades from being placed.
+
+---
+
 ## Derived strategies
 
 The strategies can be derived from other strategies. This avoids duplication of your custom strategy code. You can use this technique to override small parts of your main strategy, leaving the rest untouched:
@@ -219,4 +663,71 @@ class MyAwesomeStrategy2(MyAwesomeStrategy):
     trailing_stop = True
 ```
 
-Both attributes and methods may be overriden, altering behavior of the original strategy in a way you need.
+Both attributes and methods may be overridden, altering behavior of the original strategy in a way you need.
+
+!!! Note "Parent-strategy in different files"
+    If you have the parent-strategy in a different file, you'll need to add the following to the top of your "child"-file to ensure proper loading, otherwise freqtrade may not be able to load the parent strategy correctly.
+
+    ``` python
+    import sys
+    from pathlib import Path
+    sys.path.append(str(Path(__file__).parent))
+
+    from myawesomestrategy import MyAwesomeStrategy
+    ```
+
+## Embedding Strategies
+
+Freqtrade provides you with an easy way to embed the strategy into your configuration file.
+This is done by utilizing BASE64 encoding and providing this string at the strategy configuration field,
+in your chosen config file.
+
+### Encoding a string as BASE64
+
+This is a quick example, how to generate the BASE64 string in python
+
+```python
+from base64 import urlsafe_b64encode
+
+with open(file, 'r') as f:
+    content = f.read()
+content = urlsafe_b64encode(content.encode('utf-8'))
+```
+
+The variable 'content', will contain the strategy file in a BASE64 encoded form. Which can now be set in your configurations file as following
+
+```json
+"strategy": "NameOfStrategy:BASE64String"
+```
+
+Please ensure that 'NameOfStrategy' is identical to the strategy name!
+
+## Performance warning
+
+When executing a strategy, one can sometimes be greeted by the following in the logs
+
+> PerformanceWarning: DataFrame is highly fragmented.
+
+This is a warning from [`pandas`](https://github.com/pandas-dev/pandas) and as the warning continues to say:
+use `pd.concat(axis=1)`.
+This can have slight performance implications, which are usually only visible during hyperopt (when optimizing an indicator).
+
+For example:
+
+```python
+for val in self.buy_ema_short.range:
+    dataframe[f'ema_short_{val}'] = ta.EMA(dataframe, timeperiod=val)
+```
+
+should be rewritten to
+
+```python
+frames = [dataframe]
+for val in self.buy_ema_short.range:
+    frames.append({
+        f'ema_short_{val}': ta.EMA(dataframe, timeperiod=val)
+    })
+
+# Append columns to existing dataframe
+merged_frame = pd.concat(frames, axis=1)
+```

docs/strategy-customization.md

@@ -122,6 +122,16 @@ def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame
     Look into the [user_data/strategies/sample_strategy.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_strategy.py).
     Then uncomment indicators you need.
 
+#### Indicator libraries
+
+Out of the box, freqtrade installs the following technical libraries:
+
+* [ta-lib](http://mrjbq7.github.io/ta-lib/)
+* [pandas-ta](https://twopirllc.github.io/pandas-ta/)
+* [technical](https://github.com/freqtrade/technical/)
+
+Additional technical libraries can be installed as necessary, or custom indicators may be written / invented by the strategy author.
+
 ### Strategy startup period
 
 Most indicators have an instable startup period, in which they are either not available, or the calculation is incorrect. This can lead to inconsistencies, since Freqtrade does not know how long this instable period should be.
@@ -147,7 +157,7 @@ Let's try to backtest 1 month (January 2019) of 5m candles using an example stra
 freqtrade backtesting --timerange 20190101-20190201 --timeframe 5m
 ```
 
-Assuming `startup_candle_count` is set to 100, backtesting knows it needs 100 candles to generate valid buy signals. It will load data from `20190101 - (100 * 5m)` - which is ~2019-12-31 15:30:00.
+Assuming `startup_candle_count` is set to 100, backtesting knows it needs 100 candles to generate valid buy signals. It will load data from `20190101 - (100 * 5m)` - which is ~2018-12-31 15:30:00.
 If this data is available, indicators will be calculated with this extended timerange. The instable startup period (up to 2019-01-01 00:00:00) will then be removed before starting backtesting.
 
 !!! Note
@@ -159,7 +169,7 @@ Edit the method `populate_buy_trend()` in your strategy file to update your buy
 
 It's important to always return the dataframe without removing/modifying the columns `"open", "high", "low", "close", "volume"`, otherwise these fields would contain something unexpected.
 
-This will method will also define a new column, `"buy"`, which needs to contain 1 for buys, and 0 for "no action".
+This method will also define a new column, `"buy"`, which needs to contain 1 for buys, and 0 for "no action".
 
 Sample from `user_data/strategies/sample_strategy.py`:
 
@@ -193,7 +203,7 @@ Please note that the sell-signal is only used if `use_sell_signal` is set to tru
 
 It's important to always return the dataframe without removing/modifying the columns `"open", "high", "low", "close", "volume"`, otherwise these fields would contain something unexpected.
 
-This will method will also define a new column, `"sell"`, which needs to contain 1 for sells, and 0 for "no action".
+This method will also define a new column, `"sell"`, which needs to contain 1 for sells, and 0 for "no action".
 
 Sample from `user_data/strategies/sample_strategy.py`:
 
@@ -300,40 +310,9 @@ The metadata-dict (available for `populate_buy_trend`, `populate_sell_trend`, `p
 Currently this is `pair`, which can be accessed using `metadata['pair']` - and will return a pair in the format `XRP/BTC`.
 
 The Metadata-dict should not be modified and does not persist information across multiple calls.
-Instead, have a look at the section [Storing information](#Storing-information)
+Instead, have a look at the section [Storing information](strategy-advanced.md#Storing-information)
 
-### Storing information
-
-Storing information can be accomplished by creating a new dictionary within the strategy class.
-
-The name of the variable can be chosen at will, but should be prefixed with `cust_` to avoid naming collisions with predefined strategy variables.
-
-```python
-class Awesomestrategy(IStrategy):
-    # Create custom dictionary
-    cust_info = {}
-
-    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
-        # Check if the entry already exists
-        if not metadata["pair"] in self._cust_info:
-            # Create empty entry for this pair
-            self._cust_info[metadata["pair"]] = {}
-
-        if "crosstime" in self.cust_info[metadata["pair"]:
-            self.cust_info[metadata["pair"]]["crosstime"] += 1
-        else:
-            self.cust_info[metadata["pair"]]["crosstime"] = 1
-```
-
-!!! Warning
-    The data is not persisted after a bot-restart (or config-reload). Also, the amount of data should be kept smallish (no DataFrames and such), otherwise the bot will start to consume a lot of memory and eventually run out of memory and crash.
-
-!!! Note
-    If the data is pair-specific, make sure to use pair as one of the keys in the dictionary.
-
-***
-
-## Additional data (informative_pairs)
+## Informative Pairs
 
 ### Get data for non-tradeable pairs
 
@@ -362,6 +341,133 @@ A full sample can be found [in the DataProvider section](#complete-data-provider
 
 ***
 
+### Informative pairs decorator (`@informative()`)
+
+In most common case it is possible to easily define informative pairs by using a decorator. All decorated `populate_indicators_*` methods run in isolation,
+not having access to data from other informative pairs, in the end all informative dataframes are merged and passed to main `populate_indicators()` method.
+When hyperopting, use of hyperoptable parameter `.value` attribute is not supported. Please use `.range` attribute. See [optimizing an indicator parameter](hyperopt.md#optimizing-an-indicator-parameter)
+for more information.
+
+??? info "Full documentation"
+    ``` python
+    def informative(timeframe: str, asset: str = '',
+                    fmt: Optional[Union[str, Callable[[KwArg(str)], str]]] = None,
+                    ffill: bool = True) -> Callable[[PopulateIndicators], PopulateIndicators]:
+        """
+        A decorator for populate_indicators_Nn(self, dataframe, metadata), allowing these functions to
+        define informative indicators.
+
+        Example usage:
+
+            @informative('1h')
+            def populate_indicators_1h(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+                dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
+                return dataframe
+
+        :param timeframe: Informative timeframe. Must always be equal or higher than strategy timeframe.
+        :param asset: Informative asset, for example BTC, BTC/USDT, ETH/BTC. Do not specify to use
+        current pair.
+        :param fmt: Column format (str) or column formatter (callable(name, asset, timeframe)). When not
+        specified, defaults to:
+        * {base}_{quote}_{column}_{timeframe} if asset is specified. 
+        * {column}_{timeframe} if asset is not specified.
+        Format string supports these format variables:
+        * {asset} - full name of the asset, for example 'BTC/USDT'.
+        * {base} - base currency in lower case, for example 'eth'.
+        * {BASE} - same as {base}, except in upper case.
+        * {quote} - quote currency in lower case, for example 'usdt'.
+        * {QUOTE} - same as {quote}, except in upper case.
+        * {column} - name of dataframe column.
+        * {timeframe} - timeframe of informative dataframe.
+        :param ffill: ffill dataframe after merging informative pair.
+        """
+    ```
+
+??? Example "Fast and easy way to define informative pairs"
+
+    Most of the time we do not need power and flexibility offered by `merge_informative_pair()`, therefore we can use a decorator to quickly define informative pairs.
+
+    ``` python
+
+    from datetime import datetime
+    from freqtrade.persistence import Trade
+    from freqtrade.strategy import IStrategy, informative
+
+    class AwesomeStrategy(IStrategy):
+        
+        # This method is not required. 
+        # def informative_pairs(self): ...
+
+        # Define informative upper timeframe for each pair. Decorators can be stacked on same 
+        # method. Available in populate_indicators as 'rsi_30m' and 'rsi_1h'.
+        @informative('30m')
+        @informative('1h')
+        def populate_indicators_1h(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+            dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
+            return dataframe
+
+        # Define BTC/STAKE informative pair. Available in populate_indicators and other methods as
+        # 'btc_rsi_1h'. Current stake currency should be specified as {stake} format variable 
+        # instead of hardcoding actual stake currency. Available in populate_indicators and other 
+        # methods as 'btc_usdt_rsi_1h' (when stake currency is USDT).
+        @informative('1h', 'BTC/{stake}')
+        def populate_indicators_btc_1h(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+            dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
+            return dataframe
+
+        # Define BTC/ETH informative pair. You must specify quote currency if it is different from
+        # stake currency. Available in populate_indicators and other methods as 'eth_btc_rsi_1h'.
+        @informative('1h', 'ETH/BTC')
+        def populate_indicators_eth_btc_1h(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+            dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
+            return dataframe
+    
+        # Define BTC/STAKE informative pair. A custom formatter may be specified for formatting
+        # column names. A callable `fmt(**kwargs) -> str` may be specified, to implement custom
+        # formatting. Available in populate_indicators and other methods as 'rsi_upper'.
+        @informative('1h', 'BTC/{stake}', '{column}')
+        def populate_indicators_btc_1h_2(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+            dataframe['rsi_upper'] = ta.RSI(dataframe, timeperiod=14)
+            return dataframe
+    
+        def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+            # Strategy timeframe indicators for current pair.
+            dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
+            # Informative pairs are available in this method.
+            dataframe['rsi_less'] = dataframe['rsi'] < dataframe['rsi_1h']
+            return dataframe
+
+    ```
+
+!!! Note
+    Do not use `@informative` decorator if you need to use data of one informative pair when generating another informative pair. Instead, define informative pairs
+    manually as described [in the DataProvider section](#complete-data-provider-sample).
+
+!!! Note
+    Use string formatting when accessing informative dataframes of other pairs. This will allow easily changing stake currency in config without having to adjust strategy code.
+
+    ``` python
+    def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        stake = self.config['stake_currency']
+        dataframe.loc[
+            (
+                (dataframe[f'btc_{stake}_rsi_1h'] < 35)
+                &
+                (dataframe['volume'] > 0)
+            ),
+            ['buy', 'buy_tag']] = (1, 'buy_signal_rsi')
+    
+        return dataframe
+    ```
+
+    Alternatively column renaming may be used to remove stake currency from column names: `@informative('1h', 'BTC/{stake}', fmt='{base}_{column}_{timeframe}')`.
+
+!!! Warning "Duplicate method names"
+    Methods tagged with `@informative()` decorator must always have unique names! Re-using same name (for example when copy-pasting already defined informative method)
+    will overwrite previously defined method and not produce any errors due to limitations of Python programming language. In such cases you will find that indicators
+    created in earlier-defined methods are not available in the dataframe. Carefully review method names and make sure they are unique!
+
+
 ## Additional data (DataProvider)
 
 The strategy provides access to the `DataProvider`. This allows you to get additional data to use in your strategy.
@@ -399,7 +505,7 @@ if self.dp:
 
 ### *current_whitelist()*
 
-Imagine you've developed a strategy that trades the `5m` timeframe using signals generated from a `1d` timeframe on the top 10 volume pairs by volume. 
+Imagine you've developed a strategy that trades the `5m` timeframe using signals generated from a `1d` timeframe on the top 10 volume pairs by volume.
 
 The strategy might look something like this:
 
@@ -418,7 +524,7 @@ This is where calling `self.dp.current_whitelist()` comes in handy.
         pairs = self.dp.current_whitelist()
         # Assign tf to each pair so they can be downloaded and cached for strategy.
         informative_pairs = [(pair, '1d') for pair in pairs]
-        return informative_pairs   
+        return informative_pairs
 ```
 
 ### *get_pair_dataframe(pair, timeframe)*
@@ -444,8 +550,9 @@ It can also be used in specific callbacks to get the signal that caused the acti
 ``` python
 # fetch current dataframe
 if self.dp:
-    dataframe, last_updated = self.dp.get_analyzed_dataframe(pair=metadata['pair'],
-                                                             timeframe=self.timeframe)
+    if self.dp.runmode.value in ('live', 'dry_run'):
+        dataframe, last_updated = self.dp.get_analyzed_dataframe(pair=metadata['pair'],
+                                                                 timeframe=self.timeframe)
 ```
 
 !!! Note "No data available"
@@ -462,8 +569,28 @@ if self.dp:
         dataframe['best_ask'] = ob['asks'][0][0]
 ```
 
-!!! Warning
-    The order book is not part of the historic data which means backtesting and hyperopt will not work correctly if this method is used.
+The orderbook structure is aligned with the order structure from [ccxt](https://github.com/ccxt/ccxt/wiki/Manual#order-book-structure), so the result will look as follows:
+
+``` js
+{
+    'bids': [
+        [ price, amount ], // [ float, float ]
+        [ price, amount ],
+        ...
+    ],
+    'asks': [
+        [ price, amount ],
+        [ price, amount ],
+        //...
+    ],
+    //...
+}
+```
+
+Therefore, using `ob['bids'][0][0]` as demonstrated above will result in using the best bid price. `ob['bids'][0][1]` would look at the amount at this orderbook position.
+
+!!! Warning "Warning about backtesting"
+    The order book is not part of the historic data which means backtesting and hyperopt will not work correctly if this method is used, as the method will return uptodate values.
 
 ### *ticker(pair)*
 
@@ -578,7 +705,7 @@ All columns of the informative dataframe will be available on the returning data
 
     ``` python
     'date', 'open', 'high', 'low', 'close', 'rsi'                     # from the original dataframe
-    'date_1h', 'open_1h', 'high_1h', 'low_1h', 'close_1h', 'rsi_1h'   # from the informative dataframe 
+    'date_1h', 'open_1h', 'high_1h', 'low_1h', 'close_1h', 'rsi_1h'   # from the informative dataframe
     ```
 
 ??? Example "Custom implementation"
@@ -613,6 +740,79 @@ All columns of the informative dataframe will be available on the returning data
 
 ***
 
+### *stoploss_from_open()*
+
+Stoploss values returned from `custom_stoploss` must specify a percentage relative to `current_rate`, but sometimes you may want to specify a stoploss relative to the open price instead. `stoploss_from_open()` is a helper function to calculate a stoploss value that can be returned from `custom_stoploss` which will be equivalent to the desired percentage above the open price.
+
+??? Example "Returning a stoploss relative to the open price from the custom stoploss function"
+
+    Say the open price was $100, and `current_price` is $121 (`current_profit` will be `0.21`).  
+
+    If we want a stop price at 7% above the open price we can call `stoploss_from_open(0.07, current_profit)` which will return `0.1157024793`.  11.57% below $121 is $107, which is the same as 7% above $100.
+
+
+    ``` python
+
+    from datetime import datetime
+    from freqtrade.persistence import Trade
+    from freqtrade.strategy import IStrategy, stoploss_from_open
+
+    class AwesomeStrategy(IStrategy):
+
+        # ... populate_* methods
+
+        use_custom_stoploss = True
+
+        def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
+                            current_rate: float, current_profit: float, **kwargs) -> float:
+
+            # once the profit has risen above 10%, keep the stoploss at 7% above the open price
+            if current_profit > 0.10:
+                return stoploss_from_open(0.07, current_profit)
+
+            return 1
+
+    ```
+
+    Full examples can be found in the [Custom stoploss](strategy-advanced.md#custom-stoploss) section of the Documentation.
+
+!!! Note
+    Providing invalid input to `stoploss_from_open()` may produce "CustomStoploss function did not return valid stoploss" warnings.
+    This may happen if `current_profit` parameter is below specified `open_relative_stop`. Such situations may arise when closing trade
+    is blocked by `confirm_trade_exit()` method. Warnings can be solved by never blocking stop loss sells by checking `sell_reason` in
+    `confirm_trade_exit()`, or by using `return stoploss_from_open(...) or 1` idiom, which will request to not change stop loss when
+    `current_profit < open_relative_stop`.
+
+### *stoploss_from_absolute()*
+
+In some situations it may be confusing to deal with stops relative to current rate. Instead, you may define a stoploss level using an absolute price.
+
+??? Example "Returning a stoploss using absolute price from the custom stoploss function"
+
+    If we want to trail a stop price at 2xATR below current proce we can call `stoploss_from_absolute(current_rate - (candle['atr'] * 2), current_rate)`.
+
+    ``` python
+
+    from datetime import datetime
+    from freqtrade.persistence import Trade
+    from freqtrade.strategy import IStrategy, stoploss_from_open
+
+    class AwesomeStrategy(IStrategy):
+
+        use_custom_stoploss = True
+
+        def populate_indicators_1h(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+            dataframe['atr'] = ta.ATR(dataframe, timeperiod=14)
+            return dataframe
+
+        def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
+                            current_rate: float, current_profit: float, **kwargs) -> float:
+            dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
+            candle = dataframe.iloc[-1].squeeze()
+            return stoploss_from_absolute(current_rate - (candle['atr'] * 2), current_rate)
+
+    ```
+
 ## Additional data (Wallets)
 
 The strategy provides access to the `Wallets` object. This contains the current balances on the exchange.
@@ -653,7 +853,7 @@ The following example queries for the current pair and trades from today, howeve
 if self.config['runmode'].value in ('live', 'dry_run'):
     trades = Trade.get_trades([Trade.pair == metadata['pair'],
                                Trade.open_date > datetime.utcnow() - timedelta(days=1),
-                               Trade.is_open == False,
+                               Trade.is_open.is_(False),
                 ]).order_by(Trade.close_date).all()
     # Summarize profit for this pair.
     curdayprofit = sum(trade.close_profit for trade in trades)
@@ -704,7 +904,7 @@ To verify if a pair is currently locked, use `self.is_pair_locked(pair)`.
     Locked pairs will always be rounded up to the next candle. So assuming a `5m` timeframe, a lock with `until` set to 10:18 will lock the pair until the candle from 10:15-10:20 will be finished.
 
 !!! Warning
-    Locking pairs is not available during backtesting.
+    Manually locking pairs is not available during backtesting, only locks via Protections are allowed.
 
 #### Pair locking example
 
@@ -719,7 +919,7 @@ if self.config['runmode'].value in ('live', 'dry_run'):
    # fetch closed trades for the last 2 days
     trades = Trade.get_trades([Trade.pair == metadata['pair'],
                                Trade.open_date > datetime.utcnow() - timedelta(days=2),
-                               Trade.is_open == False,
+                               Trade.is_open.is_(False),
                 ]).all()
     # Analyze the conditions you'd like to lock the pair .... will probably be different for every strategy
     sumprofit = sum(trade.close_profit for trade in trades)
@@ -754,6 +954,8 @@ Printing more than a few rows is also possible (simply use  `print(dataframe)` i
 
 ## Common mistakes when developing strategies
 
+### Peeking into the future while backtesting
+
 Backtesting analyzes the whole time-range at once for performance reasons. Because of this, strategy authors need to make sure that strategies do not look-ahead into the future.
 This is a common pain-point, which can cause huge differences between backtesting and dry/live run methods, since they all use data which is not available during dry/live runs, so these strategies will perform well during backtesting, but will fail / perform badly in real conditions.
 
@@ -770,8 +972,6 @@ To get additional Ideas for strategies, head over to our [strategy repository](h
 Feel free to use any of them as inspiration for your own strategies.
 We're happy to accept Pull Requests containing new Strategies to that repo.
 
-We also got a *strategy-sharing* channel in our [Slack community](https://join.slack.com/t/highfrequencybot/shared_invite/enQtNjU5ODcwNjI1MDU3LTU1MTgxMjkzNmYxNWE1MDEzYzQ3YmU4N2MwZjUyNjJjODRkMDVkNjg4YTAyZGYzYzlhOTZiMTE4ZjQ4YzM0OGE) which is a great place to get and/or share ideas.
-
 ## Next step
 
 Now you have a perfect strategy you probably want to backtest it.

docs/strategy_analysis_example.md

@@ -24,7 +24,7 @@ config["strategy"] = "SampleStrategy"
 # Location of the data
 data_location = Path(config['user_data_dir'], 'data', 'binance')
 # Pair to analyze - Only use one pair here
-pair = "BTC_USDT"
+pair = "BTC/USDT"
 ```
 
 
@@ -34,7 +34,9 @@ from freqtrade.data.history import load_pair_history
 
 candles = load_pair_history(datadir=data_location,
                             timeframe=config["timeframe"],
-                            pair=pair)
+                            pair=pair,
+                            data_format = "hdf5",
+                            )
 
 # Confirm success
 print("Loaded " + str(len(candles)) + f" rows of data for {pair} from {data_location}")
@@ -128,6 +130,44 @@ trades = load_backtest_data(backtest_dir)
 trades.groupby("pair")["sell_reason"].value_counts()
 ```
 
+## Plotting daily profit / equity line
+
+
+```python
+# Plotting equity line (starting with 0 on day 1 and adding daily profit for each backtested day)
+
+from freqtrade.configuration import Configuration
+from freqtrade.data.btanalysis import load_backtest_data, load_backtest_stats
+import plotly.express as px
+import pandas as pd
+
+# strategy = 'SampleStrategy'
+# config = Configuration.from_files(["user_data/config.json"])
+# backtest_dir = config["user_data_dir"] / "backtest_results"
+
+stats = load_backtest_stats(backtest_dir)
+strategy_stats = stats['strategy'][strategy]
+
+dates = []
+profits = []
+for date_profit in strategy_stats['daily_profit']:
+    dates.append(date_profit[0])
+    profits.append(date_profit[1])
+
+equity = 0
+equity_daily = []
+for daily_profit in profits:
+    equity_daily.append(equity)
+    equity += float(daily_profit)
+
+
+df = pd.DataFrame({'dates': dates,'equity_daily': equity_daily})
+
+fig = px.line(df, x="dates", y="equity_daily")
+fig.show()
+
+```
+
 ### Load live trading results into a pandas dataframe
 
 In case you did already some trading and want to analyze your performance
@@ -188,9 +228,23 @@ graph = generate_candlestick_graph(pair=pair,
 # Show graph inline
 # graph.show()
 
-# Render graph in a seperate window
+# Render graph in a separate window
 graph.show(renderer="browser")
 
 ```
 
+## Plot average profit per trade as distribution graph
+
+
+```python
+import plotly.figure_factory as ff
+
+hist_data = [trades.profit_ratio]
+group_labels = ['profit_ratio']  # name of the dataset
+
+fig = ff.create_distplot(hist_data, group_labels,bin_size=0.01)
+fig.show()
+
+```
+
 Feel free to submit an issue or Pull Request enhancing this document if you would like to share ideas on how to best analyze the data.

docs/stylesheets/ft.extra.css

@@ -11,3 +11,18 @@
 .rst-versions .rst-other-versions {
     color: white;
 }
+
+
+#widget-wrapper {
+    height: calc(220px * 0.5625 + 18px);
+    width: 220px;
+    margin: 0 auto 16px auto;
+    border-style: solid;
+    border-color: var(--md-code-bg-color);
+    border-width: 1px;
+    border-radius: 5px;
+}
+
+@media screen and (max-width: calc(76.25em - 1px)) {
+    #widget-wrapper { display: none; }
+}

docs/telegram-usage.md

@@ -35,12 +35,30 @@ Copy the API Token (`22222222:APITOKEN` in the above example) and keep use it fo
 
 Don't forget to start the conversation with your bot, by clicking `/START` button
 
-### 2. Get your user id
+### 2. Telegram user_id
+
+#### Get your user id
 
 Talk to the [userinfobot](https://telegram.me/userinfobot)
 
 Get your "Id", you will use it for the config parameter `chat_id`.
 
+#### Use Group id
+
+You can use bots in telegram groups by just adding them to the group. You can find the group id by first adding a [RawDataBot](https://telegram.me/rawdatabot) to your group. The Group id is shown as id in the `"chat"` section, which the RawDataBot will send to you:
+
+``` json
+"chat":{
+   "id":-1001332619709
+}
+```
+
+For the Freqtrade configuration, you can then use the the full value (including `-` if it's there) as string:
+
+```json
+   "chat_id": "-1001332619709"
+```
+
 ## Control telegram noise
 
 Freqtrade provides means to control the verbosity of your telegram bot.
@@ -52,23 +70,82 @@ Each setting has the following possible values:
 
 Example configuration showing the different settings:
 
+``` json
+"telegram": {
+    "enabled": true,
+    "token": "your_telegram_token",
+    "chat_id": "your_telegram_chat_id",
+    "notification_settings": {
+        "status": "silent",
+        "warning": "on",
+        "startup": "off",
+        "buy": "silent",
+        "sell": {
+            "roi": "silent",
+            "emergency_sell": "on",
+            "force_sell": "on",
+            "sell_signal": "silent",
+            "trailing_stop_loss": "on",
+            "stop_loss": "on",
+            "stoploss_on_exchange": "on",
+            "custom_sell": "silent"
+        },
+        "buy_cancel": "silent",
+        "sell_cancel": "on",
+        "buy_fill": "off",
+        "sell_fill": "off",
+        "protection_trigger": "off",
+        "protection_trigger_global": "on"
+    },
+    "reload": true,
+    "balance_dust_level": 0.01
+},
+```
+
+`buy` notifications are sent when the order is placed, while `buy_fill` notifications are sent when the order is filled on the exchange.
+`sell` notifications are sent when the order is placed, while `sell_fill` notifications are sent when the order is filled on the exchange.
+`*_fill` notifications are off by default and must be explicitly enabled.
+`protection_trigger` notifications are sent when a protection triggers and `protection_trigger_global` notifications trigger when global protections are triggered.
+
+
+`balance_dust_level` will define what the `/balance` command takes as "dust" - Currencies with a balance below this will be shown.
+`reload` allows you to disable reload-buttons on selected messages.
+
+## Create a custom keyboard (command shortcut buttons)
+
+Telegram allows us to create a custom keyboard with buttons for commands.
+The default custom keyboard looks like this.
+
+```python
+[
+    ["/daily", "/profit", "/balance"], # row 1, 3 commands
+    ["/status", "/status table", "/performance"], # row 2, 3 commands
+    ["/count", "/start", "/stop", "/help"] # row 3, 4 commands
+]
+```
+
+### Usage
+
+You can create your own keyboard in `config.json`:
+
 ``` json
 "telegram": {
       "enabled": true,
       "token": "your_telegram_token",
       "chat_id": "your_telegram_chat_id",
-      "notification_settings": {
-         "status": "silent",
-         "warning": "on",
-         "startup": "off",
-         "buy": "silent",
-         "sell": "on",
-         "buy_cancel": "silent",
-         "sell_cancel": "on"
-      }
+      "keyboard": [   
+          ["/daily", "/stats", "/balance", "/profit"],
+          ["/status table", "/performance"],
+          ["/reload_config", "/count", "/logs"]
+      ]
    },
 ```
 
+!!! Note "Supported Commands"
+    Only the following commands are allowed. Command arguments are not supported!
+
+    `/start`, `/stop`, `/status`, `/status table`, `/trades`, `/profit`, `/performance`, `/daily`, `/stats`, `/count`, `/locks`, `/balance`, `/stopbuy`, `/reload_config`, `/show_config`, `/logs`, `/whitelist`, `/blacklist`, `/edge`, `/help`, `/version`
+
 ## Telegram commands
 
 Per default, the Telegram bot shows predefined commands. Some commands
@@ -84,17 +161,21 @@ official commands. You can ask at any moment for help with `/help`.
 | `/show_config` | Shows part of the current configuration with relevant settings to operation
 | `/logs [limit]` | Show last log messages.
 | `/status` | Lists all open trades
+| `/status <trade_id>` | Lists one or more specific trade. Separate multiple <trade_id> with a blank space.
 | `/status table` | List all open trades in a table format. Pending buy orders are marked with an asterisk (*) Pending sell orders are marked with a double asterisk (**)
 | `/trades [limit]` | List all recently closed trades in a table format.
 | `/delete <trade_id>` | Delete a specific trade from the Database. Tries to close open orders. Requires manual handling of this trade on the exchange.
 | `/count` | Displays number of trades used and available
-| `/profit` | Display a summary of your profit/loss from close trades and some stats about your performance
+| `/locks` | Show currently locked pairs.
+| `/unlock <pair or lock_id>` | Remove the lock for this pair (or for this lock id).
+| `/profit [<n>]` | Display a summary of your profit/loss from close trades and some stats about your performance, over the last n days (all trades by default)
 | `/forcesell <trade_id>` | Instantly sells the given trade  (Ignoring `minimum_roi`).
 | `/forcesell all` | Instantly sells all open trades (Ignoring `minimum_roi`).
-| `/forcebuy <pair> [rate]` | Instantly buys the given pair. Rate is optional. (`forcebuy_enable` must be set to True)
+| `/forcebuy <pair> [rate]` | Instantly buys the given pair. Rate is optional and only applies to limit orders. (`forcebuy_enable` must be set to True)
 | `/performance` | Show performance of each finished trade grouped by pair
 | `/balance` | Show account balance per currency
 | `/daily <n>` | Shows profit or loss per day, over the last n days (n defaults to 7)
+| `/stats` | Shows Wins / losses by Sell reason as well as Avg. holding durations for buys and sells
 | `/whitelist` | Show the current whitelist
 | `/blacklist [pair]` | Show the current blacklist, or adds a pair to the blacklist.
 | `/edge` | Show validated pairs by Edge if it is enabled.
@@ -167,10 +248,10 @@ current    max
 Return a summary of your profit/loss and performance.
 
 > **ROI:** Close trades  
->   ∙ `0.00485701 BTC (258.45%)`  
+>   ∙ `0.00485701 BTC (2.2%) (15.2 Σ%)`  
 >   ∙ `62.968 USD`  
 > **ROI:** All trades  
->   ∙ `0.00255280 BTC (143.43%)`  
+>   ∙ `0.00255280 BTC (1.5%) (6.43 Σ%)`  
 >   ∙ `33.095 EUR`  
 >  
 > **Total Trade Count:** `138`  
@@ -179,27 +260,35 @@ Return a summary of your profit/loss and performance.
 > **Avg. Duration:** `2:33:45`  
 > **Best Performing:** `PAY/BTC: 50.23%`  
 
+The relative profit of `1.2%` is the average profit per trade.  
+The relative profit of `15.2 Σ%` is be based on the starting capital - so in this case, the starting capital was `0.00485701 * 1.152 = 0.00738 BTC`.
+Starting capital is either taken from the `available_capital` setting, or calculated by using current wallet size - profits.
+
 ### /forcesell <trade_id>
 
 > **BITTREX:** Selling BTC/LTC with limit `0.01650000 (profit: ~-4.07%, -0.00008168)`
 
-### /forcebuy <pair>
+### /forcebuy <pair> [rate]
 
 > **BITTREX:** Buying ETH/BTC with limit `0.03400000` (`1.000000 ETH`, `225.290 USD`)
 
+Omitting the pair will open a query asking for the pair to buy (based on the current whitelist).
+
+![Telegram force-buy screenshot](assets/telegram_forcebuy.png)
+
 Note that for this to work, `forcebuy_enable` needs to be set to true.
 
-[More details](configuration.md/#understand-forcebuy_enable)
+[More details](configuration.md#understand-forcebuy_enable)
 
 ### /performance
 
 Return the performance of each crypto-currency the bot has sold.
-> Performance:
-> 1. `RCN/BTC 57.77%`  
-> 2. `PAY/BTC 56.91%`  
-> 3. `VIB/BTC 47.07%`  
-> 4. `SALT/BTC 30.24%`  
-> 5. `STORJ/BTC 27.24%`  
+> Performance:  
+> 1. `RCN/BTC 0.003 BTC (57.77%) (1)`  
+> 2. `PAY/BTC 0.0012 BTC (56.91%) (1)`  
+> 3. `VIB/BTC 0.0011 BTC (47.07%) (1)`  
+> 4. `SALT/BTC 0.0010 BTC (30.24%) (1)`  
+> 5. `STORJ/BTC 0.0009 BTC (27.24%) (1)`  
 > ...  
 
 ### /balance

docs/updating.md

@@ -0,0 +1,31 @@
+# How to update
+
+To update your freqtrade installation, please use one of the below methods, corresponding to your installation method.
+
+## docker-compose
+
+!!! Note "Legacy installations using the `master` image"
+    We're switching from master to stable for the release Images - please adjust your docker-file and replace `freqtradeorg/freqtrade:master` with `freqtradeorg/freqtrade:stable`
+
+``` bash
+docker-compose pull
+docker-compose up -d
+```
+
+## Installation via setup script
+
+``` bash
+./setup.sh --update
+```
+
+!!! Note
+    Make sure to run this command with your virtual environment disabled!
+
+## Plain native installation
+
+Please ensure that you're also updating dependencies - otherwise things might break without you noticing.
+
+``` bash
+git pull
+pip install -U -r requirements.txt
+```

docs/utils.md

@@ -26,9 +26,7 @@ optional arguments:
 ├── data
 ├── hyperopt_results
 ├── hyperopts
-│   ├── sample_hyperopt_advanced.py
 │   ├── sample_hyperopt_loss.py
-│   └── sample_hyperopt.py
 ├── notebooks
 │   └── strategy_analysis_example.ipynb
 ├── plot
@@ -111,46 +109,11 @@ Using the advanced template (populates all optional functions and methods)
 freqtrade new-strategy --strategy AwesomeStrategy --template advanced
 ```
 
-## Create new hyperopt
+## List Strategies
 
-Creates a new hyperopt from a template similar to SampleHyperopt.
-The file will be named inline with your class name, and will not overwrite existing files.
+Use the `list-strategies` subcommand to see all strategies in one particular directory.
 
-Results will be located in `user_data/hyperopts/<classname>.py`.
-
-``` output
-usage: freqtrade new-hyperopt [-h] [--userdir PATH] [--hyperopt NAME]
-                              [--template {full,minimal,advanced}]
-
-optional arguments:
-  -h, --help            show this help message and exit
-  --userdir PATH, --user-data-dir PATH
-                        Path to userdata directory.
-  --hyperopt NAME       Specify hyperopt class name which will be used by the
-                        bot.
-  --template {full,minimal,advanced}
-                        Use a template which is either `minimal`, `full`
-                        (containing multiple sample indicators) or `advanced`.
-                        Default: `full`.
-```
-
-### Sample usage of new-hyperopt
-
-```bash
-freqtrade new-hyperopt --hyperopt AwesomeHyperopt
-```
-
-With custom user directory
-
-```bash
-freqtrade new-hyperopt --userdir ~/.freqtrade/ --hyperopt AwesomeHyperopt
-```
-
-## List Strategies and List Hyperopts
-
-Use the `list-strategies` subcommand to see all strategies in one particular directory and the `list-hyperopts` subcommand to list custom Hyperopts.
-
-These subcommands are useful for finding problems in your environment with loading strategies or hyperopt classes: modules with strategies or hyperopt classes that contain errors and failed to load are printed in red (LOAD FAILED), while strategies or hyperopt classes with duplicate names are printed in yellow (DUPLICATE NAME).
+This subcommand is useful for finding problems in your environment with loading strategies: modules with strategies that contain errors and failed to load are printed in red (LOAD FAILED), while strategies with duplicate names are printed in yellow (DUPLICATE NAME).
 
 ```
 usage: freqtrade list-strategies [-h] [-v] [--logfile FILE] [-V] [-c PATH]
@@ -164,34 +127,6 @@ optional arguments:
   --no-color            Disable colorization of hyperopt results. May be
                         useful if you are redirecting output to a file.
 
-Common arguments:
-  -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
-  --logfile FILE        Log to the file specified. Special values are:
-                        'syslog', 'journald'. See the documentation for more
-                        details.
-  -V, --version         show program's version number and exit
-  -c PATH, --config PATH
-                        Specify configuration file (default: `config.json`).
-                        Multiple --config options may be used. Can be set to
-                        `-` to read config from stdin.
-  -d PATH, --datadir PATH
-                        Path to directory with historical backtesting data.
-  --userdir PATH, --user-data-dir PATH
-                        Path to userdata directory.
-```
-```
-usage: freqtrade list-hyperopts [-h] [-v] [--logfile FILE] [-V] [-c PATH]
-                                [-d PATH] [--userdir PATH]
-                                [--hyperopt-path PATH] [-1] [--no-color]
-
-optional arguments:
-  -h, --help            show this help message and exit
-  --hyperopt-path PATH  Specify additional lookup path for Hyperopt and
-                        Hyperopt Loss functions.
-  -1, --one-column      Print output in one column.
-  --no-color            Disable colorization of hyperopt results. May be
-                        useful if you are redirecting output to a file.
-
 Common arguments:
   -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
   --logfile FILE        Log to the file specified. Special values are:
@@ -211,18 +146,16 @@ Common arguments:
 !!! Warning
     Using these commands will try to load all python files from a directory. This can be a security risk if untrusted files reside in this directory, since all module-level code is executed.
 
-Example: Search default strategies and hyperopts directories (within the default userdir).
+Example: Search default strategies directories (within the default userdir).
 
 ``` bash
 freqtrade list-strategies
-freqtrade list-hyperopts
 ```
 
-Example: Search strategies and hyperopts directory within the userdir.
+Example: Search strategies  directory within the userdir.
 
 ``` bash
 freqtrade list-strategies --userdir ~/.freqtrade/
-freqtrade list-hyperopts --userdir ~/.freqtrade/
 ```
 
 Example: Search dedicated strategy path.
@@ -231,12 +164,6 @@ Example: Search dedicated strategy path.
 freqtrade list-strategies --strategy-path ~/.freqtrade/strategies/
 ```
 
-Example: Search dedicated hyperopt path.
-
-``` bash
-freqtrade list-hyperopt --hyperopt-path ~/.freqtrade/hyperopts/
-```
-
 ## List Exchanges
 
 Use the `list-exchanges` subcommand to see the exchanges available for the bot.
@@ -253,18 +180,211 @@ optional arguments:
 * Example: see exchanges available for the bot:
 ```
 $ freqtrade list-exchanges
-Exchanges available for Freqtrade: _1btcxe, acx, allcoin, bequant, bibox, binance, binanceje, binanceus, bitbank, bitfinex, bitfinex2, bitkk, bitlish, bitmart, bittrex, bitz, bleutrade, btcalpha, btcmarkets, btcturk, buda, cex, cobinhood, coinbaseprime, coinbasepro, coinex, cointiger, coss, crex24, digifinex, dsx, dx, ethfinex, fcoin, fcoinjp, gateio, gdax, gemini, hitbtc2, huobipro, huobiru, idex, kkex, kraken, kucoin, kucoin2, kuna, lbank, mandala, mercado, oceanex, okcoincny, okcoinusd, okex, okex3, poloniex, rightbtc, theocean, tidebit, upbit, zb
+Exchanges available for Freqtrade:
+Exchange name    Valid    reason
+---------------  -------  --------------------------------------------
+aax              True
+ascendex         True     missing opt: fetchMyTrades
+bequant          True
+bibox            True
+bigone           True
+binance          True
+binanceus        True
+bitbank          True     missing opt: fetchTickers
+bitcoincom       True
+bitfinex         True
+bitforex         True     missing opt: fetchMyTrades, fetchTickers
+bitget           True
+bithumb          True     missing opt: fetchMyTrades
+bitkk            True     missing opt: fetchMyTrades
+bitmart          True
+bitmax           True     missing opt: fetchMyTrades
+bitpanda         True
+bittrex          True
+bitvavo          True
+bitz             True     missing opt: fetchMyTrades
+btcalpha         True     missing opt: fetchTicker, fetchTickers
+btcmarkets       True     missing opt: fetchTickers
+buda             True     missing opt: fetchMyTrades, fetchTickers
+bw               True     missing opt: fetchMyTrades, fetchL2OrderBook
+bybit            True
+bytetrade        True
+cdax             True
+cex              True     missing opt: fetchMyTrades
+coinbaseprime    True     missing opt: fetchTickers
+coinbasepro      True     missing opt: fetchTickers
+coinex           True
+crex24           True
+deribit          True
+digifinex        True
+equos            True     missing opt: fetchTicker, fetchTickers
+eterbase         True
+fcoin            True     missing opt: fetchMyTrades, fetchTickers
+fcoinjp          True     missing opt: fetchMyTrades, fetchTickers
+ftx              True
+gateio           True
+gemini           True
+gopax            True
+hbtc             True
+hitbtc           True
+huobijp          True
+huobipro         True
+idex             True
+kraken           True
+kucoin           True
+lbank            True     missing opt: fetchMyTrades
+mercado          True     missing opt: fetchTickers
+ndax             True     missing opt: fetchTickers
+novadax          True
+okcoin           True
+okex             True
+probit           True
+qtrade           True
+stex             True
+timex            True
+upbit            True     missing opt: fetchMyTrades
+vcc              True
+zb               True     missing opt: fetchMyTrades
+
 ```
 
+!!! Note "missing opt exchanges"
+    Values with "missing opt:" might need special configuration (e.g. using orderbook if `fetchTickers` is missing) - but should in theory work (although we cannot guarantee they will).
+
 * Example: see all exchanges supported by the ccxt library (including 'bad' ones, i.e. those that are known to not work with Freqtrade):
 ```
 $ freqtrade list-exchanges -a
-All exchanges supported by the ccxt library: _1btcxe, acx, adara, allcoin, anxpro, bcex, bequant, bibox, bigone, binance, binanceje, binanceus, bit2c, bitbank, bitbay, bitfinex, bitfinex2, bitflyer, bitforex, bithumb, bitkk, bitlish, bitmart, bitmex, bitso, bitstamp, bitstamp1, bittrex, bitz, bl3p, bleutrade, braziliex, btcalpha, btcbox, btcchina, btcmarkets, btctradeim, btctradeua, btcturk, buda, bxinth, cex, chilebit, cobinhood, coinbase, coinbaseprime, coinbasepro, coincheck, coinegg, coinex, coinexchange, coinfalcon, coinfloor, coingi, coinmarketcap, coinmate, coinone, coinspot, cointiger, coolcoin, coss, crex24, crypton, deribit, digifinex, dsx, dx, ethfinex, exmo, exx, fcoin, fcoinjp, flowbtc, foxbit, fybse, gateio, gdax, gemini, hitbtc, hitbtc2, huobipro, huobiru, ice3x, idex, independentreserve, indodax, itbit, kkex, kraken, kucoin, kucoin2, kuna, lakebtc, latoken, lbank, liquid, livecoin, luno, lykke, mandala, mercado, mixcoins, negociecoins, nova, oceanex, okcoincny, okcoinusd, okex, okex3, paymium, poloniex, rightbtc, southxchange, stronghold, surbitcoin, theocean, therock, tidebit, tidex, upbit, vaultoro, vbtc, virwox, xbtce, yobit, zaif, zb
+All exchanges supported by the ccxt library:
+Exchange name       Valid    reason
+------------------  -------  ---------------------------------------------------------------------------------------
+aax                 True
+aofex               False    missing: fetchOrder
+ascendex            True     missing opt: fetchMyTrades
+bequant             True
+bibox               True
+bigone              True
+binance             True
+binanceus           True
+bit2c               False    missing: fetchOrder, fetchOHLCV
+bitbank             True     missing opt: fetchTickers
+bitbay              False    missing: fetchOrder
+bitcoincom          True
+bitfinex            True
+bitfinex2           False    missing: fetchOrder
+bitflyer            False    missing: fetchOrder, fetchOHLCV
+bitforex            True     missing opt: fetchMyTrades, fetchTickers
+bitget              True
+bithumb             True     missing opt: fetchMyTrades
+bitkk               True     missing opt: fetchMyTrades
+bitmart             True
+bitmax              True     missing opt: fetchMyTrades
+bitmex              False    Various reasons.
+bitpanda            True
+bitso               False    missing: fetchOHLCV
+bitstamp            True     missing opt: fetchTickers
+bitstamp1           False    missing: fetchOrder, fetchOHLCV
+bittrex             True
+bitvavo             True
+bitz                True     missing opt: fetchMyTrades
+bl3p                False    missing: fetchOrder, fetchOHLCV
+bleutrade           False    missing: fetchOrder
+braziliex           False    missing: fetchOHLCV
+btcalpha            True     missing opt: fetchTicker, fetchTickers
+btcbox              False    missing: fetchOHLCV
+btcmarkets          True     missing opt: fetchTickers
+btctradeua          False    missing: fetchOrder, fetchOHLCV
+btcturk             False    missing: fetchOrder
+buda                True     missing opt: fetchMyTrades, fetchTickers
+bw                  True     missing opt: fetchMyTrades, fetchL2OrderBook
+bybit               True
+bytetrade           True
+cdax                True
+cex                 True     missing opt: fetchMyTrades
+chilebit            False    missing: fetchOrder, fetchOHLCV
+coinbase            False    missing: fetchOrder, cancelOrder, createOrder, fetchOHLCV
+coinbaseprime       True     missing opt: fetchTickers
+coinbasepro         True     missing opt: fetchTickers
+coincheck           False    missing: fetchOrder, fetchOHLCV
+coinegg             False    missing: fetchOHLCV
+coinex              True
+coinfalcon          False    missing: fetchOHLCV
+coinfloor           False    missing: fetchOrder, fetchOHLCV
+coingi              False    missing: fetchOrder, fetchOHLCV
+coinmarketcap       False    missing: fetchOrder, cancelOrder, createOrder, fetchBalance, fetchOHLCV
+coinmate            False    missing: fetchOHLCV
+coinone             False    missing: fetchOHLCV
+coinspot            False    missing: fetchOrder, cancelOrder, fetchOHLCV
+crex24              True
+currencycom         False    missing: fetchOrder
+delta               False    missing: fetchOrder
+deribit             True
+digifinex           True
+equos               True     missing opt: fetchTicker, fetchTickers
+eterbase            True
+exmo                False    missing: fetchOrder
+exx                 False    missing: fetchOHLCV
+fcoin               True     missing opt: fetchMyTrades, fetchTickers
+fcoinjp             True     missing opt: fetchMyTrades, fetchTickers
+flowbtc             False    missing: fetchOrder, fetchOHLCV
+foxbit              False    missing: fetchOrder, fetchOHLCV
+ftx                 True
+gateio              True
+gemini              True
+gopax               True
+hbtc                True
+hitbtc              True
+hollaex             False    missing: fetchOrder
+huobijp             True
+huobipro            True
+idex                True
+independentreserve  False    missing: fetchOHLCV
+indodax             False    missing: fetchOHLCV
+itbit               False    missing: fetchOHLCV
+kraken              True
+kucoin              True
+kuna                False    missing: fetchOHLCV
+lakebtc             False    missing: fetchOrder, fetchOHLCV
+latoken             False    missing: fetchOrder, fetchOHLCV
+lbank               True     missing opt: fetchMyTrades
+liquid              False    missing: fetchOHLCV
+luno                False    missing: fetchOHLCV
+lykke               False    missing: fetchOHLCV
+mercado             True     missing opt: fetchTickers
+mixcoins            False    missing: fetchOrder, fetchOHLCV
+ndax                True     missing opt: fetchTickers
+novadax             True
+oceanex             False    missing: fetchOHLCV
+okcoin              True
+okex                True
+paymium             False    missing: fetchOrder, fetchOHLCV
+phemex              False    Does not provide history.
+poloniex            False    missing: fetchOrder
+probit              True
+qtrade              True
+rightbtc            False    missing: fetchOrder
+ripio               False    missing: fetchOHLCV
+southxchange        False    missing: fetchOrder, fetchOHLCV
+stex                True
+surbitcoin          False    missing: fetchOrder, fetchOHLCV
+therock             False    missing: fetchOHLCV
+tidebit             False    missing: fetchOrder
+tidex               False    missing: fetchOHLCV
+timex               True
+upbit               True     missing opt: fetchMyTrades
+vbtc                False    missing: fetchOrder, fetchOHLCV
+vcc                 True
+wavesexchange       False    missing: fetchOrder
+whitebit            False    missing: fetchOrder, cancelOrder, createOrder, fetchBalance
+xbtce               False    missing: fetchOrder, fetchOHLCV
+xena                False    missing: fetchOrder
+yobit               False    missing: fetchOHLCV
+zaif                False    missing: fetchOrder, fetchOHLCV
+zb                  True     missing opt: fetchMyTrades
 ```
 
 ## List Timeframes
 
-Use the `list-timeframes` subcommand to see the list of timeframes (ticker intervals) available for the exchange.
+Use the `list-timeframes` subcommand to see the list of timeframes available for the exchange.
 
 ```
 usage: freqtrade list-timeframes [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH] [--userdir PATH] [--exchange EXCHANGE] [-1]
@@ -391,7 +511,7 @@ $ freqtrade list-markets --exchange kraken --all
 
 ## Test pairlist
 
-Use the `test-pairlist` subcommand to test the configuration of [dynamic pairlists](configuration.md#pairlists).
+Use the `test-pairlist` subcommand to test the configuration of [dynamic pairlists](plugins.md#pairlists).
 
 Requires a configuration with specified `pairlists` attribute.
 Can be used to generate static pairlists to be used during backtesting / hyperopt.
@@ -415,12 +535,48 @@ optional arguments:
 
 ### Examples
 
-Show whitelist when using a [dynamic pairlist](configuration.md#pairlists).
+Show whitelist when using a [dynamic pairlist](plugins.md#pairlists).
 
 ```
 freqtrade test-pairlist --config config.json --quote USDT BTC
 ```
 
+## Webserver mode
+
+!!! Warning "Experimental"
+    Webserver mode is an experimental mode to increase backesting and strategy development productivity.
+    There may still be bugs - so if you happen to stumble across these, please report them as github issues, thanks.
+
+Run freqtrade in webserver mode.
+Freqtrade will start the webserver and allow FreqUI to start and control backtesting processes.
+This has the advantage that data will not be reloaded between backtesting runs (as long as timeframe and timerange remain identical).
+FreqUI will also show the backtesting results.
+
+```
+usage: freqtrade webserver [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
+                           [--userdir PATH]
+
+optional arguments:
+  -h, --help            show this help message and exit
+
+Common arguments:
+  -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
+  --logfile FILE        Log to the file specified. Special values are:
+                        'syslog', 'journald'. See the documentation for more
+                        details.
+  -V, --version         show program's version number and exit
+  -c PATH, --config PATH
+                        Specify configuration file (default:
+                        `userdir/config.json` or `config.json` whichever
+                        exists). Multiple --config options may be used. Can be
+                        set to `-` to read config from stdin.
+  -d PATH, --datadir PATH
+                        Path to directory with historical backtesting data.
+  --userdir PATH, --user-data-dir PATH
+                        Path to userdata directory.
+
+```
+
 ## List Hyperopt results
 
 You can list the hyperoptimization epochs the Hyperopt module evaluated previously with the `hyperopt-list` sub-command.
@@ -509,7 +665,9 @@ You can show the details of any hyperoptimization epoch previously evaluated by
 usage: freqtrade hyperopt-show [-h] [-v] [--logfile FILE] [-V] [-c PATH]
                                [-d PATH] [--userdir PATH] [--best]
                                [--profitable] [-n INT] [--print-json]
-                               [--hyperopt-filename PATH] [--no-header]
+                               [--hyperopt-filename FILENAME] [--no-header]
+                               [--disable-param-export]
+                               [--breakdown {day,week,month} [{day,week,month} ...]]
 
 optional arguments:
   -h, --help            show this help message and exit
@@ -521,6 +679,10 @@ optional arguments:
                         Hyperopt result filename.Example: `--hyperopt-
                         filename=hyperopt_results_2020-09-27_16-20-48.pickle`
   --no-header           Do not print epoch details header.
+  --disable-param-export
+                        Disable automatic hyperopt parameter export.
+  --breakdown {day,week,month} [{day,week,month} ...]
+                        Show backtesting breakdown per [day, week, month].
 
 Common arguments:
   -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).

docs/webhook-config.md

@@ -19,6 +19,11 @@ Sample configuration (tested using IFTTT).
             "value1": "Cancelling Open Buy Order for {pair}",
             "value2": "limit {limit:8f}",
             "value3": "{stake_amount:8f} {stake_currency}"
+        },
+         "webhookbuyfill": {
+            "value1": "Buy Order for {pair} filled",
+            "value2": "at {open_rate:8f}",
+            "value3": ""
         },
         "webhooksell": {
             "value1": "Selling {pair}",
@@ -30,6 +35,11 @@ Sample configuration (tested using IFTTT).
             "value2": "limit {limit:8f}",
             "value3": "profit: {profit_amount:8f} {stake_currency} ({profit_ratio})"
         },
+        "webhooksellfill": {
+            "value1": "Sell Order for {pair} filled",
+            "value2": "at {close_rate:8f}.",
+            "value3": ""
+        },
         "webhookstatus": {
             "value1": "Status: {status}",
             "value2": "",
@@ -40,6 +50,21 @@ Sample configuration (tested using IFTTT).
 
 The url in `webhook.url` should point to the correct url for your webhook. If you're using [IFTTT](https://ifttt.com) (as shown in the sample above) please insert our event and key to the url.
 
+You can set the POST body format to Form-Encoded (default) or JSON-Encoded. Use `"format": "form"` or `"format": "json"` respectively. Example configuration for Mattermost Cloud integration:
+
+```json
+  "webhook": {
+        "enabled": true,
+        "url": "https://<YOURSUBDOMAIN>.cloud.mattermost.com/hooks/<YOURHOOK>",
+        "format": "json",
+        "webhookstatus": {
+            "text": "Status: {status}"
+        }
+    },
+```
+
+The result would be POST request with e.g. `{"text":"Status: running"}` body and `Content-Type: application/json` header which results `Status: running` message in the Mattermost channel.
+
 Different payloads can be configured for different events. Not all fields are necessary, but you should configure at least one of the dicts, otherwise the webhook will never be called.
 
 ### Webhookbuy
@@ -58,6 +83,7 @@ Possible parameters are:
 * `fiat_currency`
 * `order_type`
 * `current_rate`
+* `buy_tag`
 
 ### Webhookbuycancel
 
@@ -75,6 +101,23 @@ Possible parameters are:
 * `fiat_currency`
 * `order_type`
 * `current_rate`
+* `buy_tag`
+
+### Webhookbuyfill
+
+The fields in `webhook.webhookbuyfill` are filled when the bot filled a buy order. Parameters are filled using string.format.
+Possible parameters are:
+
+* `trade_id`
+* `exchange`
+* `pair`
+* `open_rate`
+* `amount`
+* `open_date`
+* `stake_amount`
+* `stake_currency`
+* `fiat_currency`
+* `buy_tag`
 
 ### Webhooksell
 
@@ -88,6 +131,27 @@ Possible parameters are:
 * `limit`
 * `amount`
 * `open_rate`
+* `profit_amount`
+* `profit_ratio`
+* `stake_currency`
+* `fiat_currency`
+* `sell_reason`
+* `order_type`
+* `open_date`
+* `close_date`
+
+### Webhooksellfill
+
+The fields in `webhook.webhooksellfill` are filled when the bot fills a sell order (closes a Trae). Parameters are filled using string.format.
+Possible parameters are:
+
+* `trade_id`
+* `exchange`
+* `pair`
+* `gain`
+* `close_rate`
+* `amount`
+* `open_rate`
 * `current_rate`
 * `profit_amount`
 * `profit_ratio`

docs/windows_installation.md

@@ -1,4 +1,6 @@
-We **strongly** recommend that Windows users use [Docker](docker.md) as this will work much easier and smoother (also more secure).
+# Windows installation
+
+We **strongly** recommend that Windows users use [Docker](docker_quickstart.md) as this will work much easier and smoother (also more secure).
 
 If that is not possible, try using the Windows Linux subsystem (WSL) - for which the Ubuntu instructions should work.
 Otherwise, try the instructions below.
@@ -21,7 +23,7 @@ git clone https://github.com/freqtrade/freqtrade.git
 
 Install ta-lib according to the [ta-lib documentation](https://github.com/mrjbq7/ta-lib#windows).
 
-As compiling from source on windows has heavy dependencies (requires a partial visual studio installation), there is also a repository of unofficial precompiled windows Wheels [here](https://www.lfd.uci.edu/~gohlke/pythonlibs/#ta-lib), which needs to be downloaded and installed using `pip install TA_Lib‑0.4.19‑cp38‑cp38‑win_amd64.whl` (make sure to use the version matching your python version)
+As compiling from source on windows has heavy dependencies (requires a partial visual studio installation), there is also a repository of unofficial pre-compiled windows Wheels [here](https://www.lfd.uci.edu/~gohlke/pythonlibs/#ta-lib), which need to be downloaded and installed using `pip install TA_Lib-0.4.21-cp38-cp38-win_amd64.whl` (make sure to use the version matching your python version).
 
 Freqtrade provides these dependencies for the latest 2 Python versions (3.7 and 3.8) and for 64bit Windows.
 Other versions must be downloaded from the above link.
@@ -32,7 +34,7 @@ python -m venv .env
 .env\Scripts\activate.ps1
 # optionally install ta-lib from wheel
 # Eventually adjust the below filename to match the downloaded wheel
-pip install build_helpes/TA_Lib‑0.4.19‑cp38‑cp38‑win_amd64.whl
+pip install build_helpers/TA_Lib-0.4.19-cp38-cp38-win_amd64.whl
 pip install -r requirements.txt
 pip install -e .
 freqtrade
@@ -50,8 +52,8 @@ freqtrade
 error: Microsoft Visual C++ 14.0 is required. Get it with "Microsoft Visual C++ Build Tools": http://landinghub.visualstudio.com/visual-cpp-build-tools
 ```
 
-Unfortunately, many packages requiring compilation don't provide a pre-build wheel. It is therefore mandatory to have a C/C++ compiler installed and available for your python environment to use.
+Unfortunately, many packages requiring compilation don't provide a pre-built wheel. It is therefore mandatory to have a C/C++ compiler installed and available for your python environment to use.
 
-The easiest way is to download install Microsoft Visual Studio Community [here](https://visualstudio.microsoft.com/downloads/) and make sure to install "Common Tools for Visual C++" to enable building c code on Windows. Unfortunately, this is a heavy download / dependency (~4Gb) so you might want to consider WSL or [docker](docker.md) first.
+The easiest way is to download install Microsoft Visual Studio Community [here](https://visualstudio.microsoft.com/downloads/) and make sure to install "Common Tools for Visual C++" to enable building C code on Windows. Unfortunately, this is a heavy download / dependency (~4Gb) so you might want to consider WSL or [docker compose](docker_quickstart.md) first.
 
 ---

environment.yml

@@ -1,60 +1,69 @@
 name: freqtrade
 channels:
-  - defaults
   - conda-forge
+# - defaults
 dependencies:
-  # Required for app
-  - python>=3.6
-  - pip
-  - wheel
-  - numpy
-  - pandas
-  - SQLAlchemy
-  - arrow
-  - requests
-  - urllib3
-  - wrapt
-  - jsonschema
-  - tabulate
-  - python-rapidjson
-  - flask
-  - python-dotenv
-  - cachetools
-  - python-telegram-bot
-  # Optional for plotting
-  - plotly
-  # Optional for hyperopt
-  - scipy
-  - scikit-optimize
-  - scikit-learn
-  - filelock
-  - joblib
-  # Optional for development
-  - flake8
-  - pytest
-  - pytest-mock
-  - pytest-asyncio
-  - pytest-cov
-  - coveralls
-  - mypy
-  # Useful for jupyter
-  - jupyter
-  - ipykernel
-  - isort
-  - yapf
-  - pip:
-    # Required for app
-    - cython
-    - pycoingecko
-    - ccxt
+# 1/4 req main
+    - python>=3.7,<3.9
+    - numpy
+    - pandas
+    - pip
+
+    - aiohttp
+    - SQLAlchemy
+    - python-telegram-bot
+    - arrow
+    - cachetools
+    - requests
+    - urllib3
+    - jsonschema
     - TA-Lib
-    - py_find_1st
+    - tabulate
+    - jinja2
+    - blosc
     - sdnotify
-    # Optional for develpment
-    - flake8-tidy-imports
-    - flake8-type-annotations
-    - pytest-random-order
-    - -e .
+    - fastapi
+    - uvicorn
+    - pyjwt
+    - colorama
+    - questionary
+    - prompt-toolkit
 
 
+    # ============================
+    # 2/4 req dev
 
+    - coveralls
+    - flake8
+    - mypy
+    - pytest
+    - pytest-asyncio
+    - pytest-cov
+    - pytest-mock
+    - isort
+    - nbconvert
+
+    # ============================
+    # 3/4 req hyperopt
+
+    - scipy
+    - scikit-learn
+    - filelock
+    - scikit-optimize
+    - joblib
+    - progressbar2
+    # ============================
+    # 4/4 req plot
+
+    - plotly
+    - jupyter
+
+    - pip:
+        - pycoingecko
+        - py_find_1st
+        - tables
+        - pytest-random-order
+        - ccxt
+        - flake8-tidy-imports
+        - -e .
+    # - python-rapidjso

freqtrade/__init__.py

@@ -1,5 +1,5 @@
 """ Freqtrade bot """
-__version__ = '2020.10'
+__version__ = '2021.10'
 
 if __version__ == 'develop':
 
@@ -22,7 +22,7 @@ if __version__ == 'develop':
         #  subprocess.check_output(
         #     ['git', 'log', '--format="%h"', '-n 1'],
         #     stderr=subprocess.DEVNULL).decode("utf-8").rstrip().strip('"')
-    except Exception:
+    except Exception:  # pragma: no cover
         # git not available, ignore
         try:
             # Try Fallback to freqtrade_commit file (created by CI while building docker image)

freqtrade/__main__.py

@@ -3,7 +3,7 @@
 __main__.py for Freqtrade
 To launch Freqtrade as a module
 
-> python -m freqtrade (with Python >= 3.6)
+> python -m freqtrade (with Python >= 3.7)
 """
 
 from freqtrade import main

freqtrade/commands/__init__.py

@@ -8,15 +8,16 @@ Note: Be careful with file-scoped imports in these subfiles.
 """
 from freqtrade.commands.arguments import Arguments
 from freqtrade.commands.build_config_commands import start_new_config
-from freqtrade.commands.data_commands import (start_convert_data, start_download_data,
-                                              start_list_data)
-from freqtrade.commands.deploy_commands import (start_create_userdir, start_new_hyperopt,
+from freqtrade.commands.data_commands import (start_convert_data, start_convert_trades,
+                                              start_download_data, start_list_data)
+from freqtrade.commands.deploy_commands import (start_create_userdir, start_install_ui,
                                                 start_new_strategy)
 from freqtrade.commands.hyperopt_commands import start_hyperopt_list, start_hyperopt_show
-from freqtrade.commands.list_commands import (start_list_exchanges, start_list_hyperopts,
-                                              start_list_markets, start_list_strategies,
-                                              start_list_timeframes, start_show_trades)
+from freqtrade.commands.list_commands import (start_list_exchanges, start_list_markets,
+                                              start_list_strategies, start_list_timeframes,
+                                              start_show_trades)
 from freqtrade.commands.optimize_commands import start_backtesting, start_edge, start_hyperopt
 from freqtrade.commands.pairlist_commands import start_test_pairlist
 from freqtrade.commands.plot_commands import start_plot_dataframe, start_plot_profit
 from freqtrade.commands.trade_commands import start_trading
+from freqtrade.commands.webserver_commands import start_webserver

freqtrade/commands/arguments.py

@@ -14,20 +14,26 @@ ARGS_COMMON = ["verbosity", "logfile", "version", "config", "datadir", "user_dat
 
 ARGS_STRATEGY = ["strategy", "strategy_path"]
 
-ARGS_TRADE = ["db_url", "sd_notify", "dry_run"]
+ARGS_TRADE = ["db_url", "sd_notify", "dry_run", "dry_run_wallet", "fee"]
+
+ARGS_WEBSERVER: List[str] = []
 
 ARGS_COMMON_OPTIMIZE = ["timeframe", "timerange", "dataformat_ohlcv",
-                        "max_open_trades", "stake_amount", "fee"]
+                        "max_open_trades", "stake_amount", "fee", "pairs"]
 
 ARGS_BACKTEST = ARGS_COMMON_OPTIMIZE + ["position_stacking", "use_max_market_positions",
-                                        "strategy_list", "export", "exportfilename"]
+                                        "enable_protections", "dry_run_wallet", "timeframe_detail",
+                                        "strategy_list", "export", "exportfilename",
+                                        "backtest_breakdown"]
 
 ARGS_HYPEROPT = ARGS_COMMON_OPTIMIZE + ["hyperopt", "hyperopt_path",
-                                        "position_stacking", "epochs", "spaces",
-                                        "use_max_market_positions", "print_all",
+                                        "position_stacking", "use_max_market_positions",
+                                        "enable_protections", "dry_run_wallet",
+                                        "epochs", "spaces", "print_all",
                                         "print_colorized", "print_json", "hyperopt_jobs",
                                         "hyperopt_random_state", "hyperopt_min_trades",
-                                        "hyperopt_loss"]
+                                        "hyperopt_loss", "disableparamexport",
+                                        "hyperopt_ignore_missing_space"]
 
 ARGS_EDGE = ARGS_COMMON_OPTIMIZE + ["stoploss_range"]
 
@@ -42,7 +48,8 @@ ARGS_LIST_TIMEFRAMES = ["exchange", "print_one_column"]
 ARGS_LIST_PAIRS = ["exchange", "print_list", "list_pairs_print_json", "print_one_column",
                    "print_csv", "base_currencies", "quote_currencies", "list_pairs_all"]
 
-ARGS_TEST_PAIRLIST = ["config", "quote_currencies", "print_one_column", "list_pairs_print_json"]
+ARGS_TEST_PAIRLIST = ["verbosity", "config", "quote_currencies", "print_one_column",
+                      "list_pairs_print_json"]
 
 ARGS_CREATE_USERDIR = ["user_data_dir", "reset"]
 
@@ -50,22 +57,25 @@ ARGS_BUILD_CONFIG = ["config"]
 
 ARGS_BUILD_STRATEGY = ["user_data_dir", "strategy", "template"]
 
-ARGS_BUILD_HYPEROPT = ["user_data_dir", "hyperopt", "template"]
-
 ARGS_CONVERT_DATA = ["pairs", "format_from", "format_to", "erase"]
 ARGS_CONVERT_DATA_OHLCV = ARGS_CONVERT_DATA + ["timeframes"]
 
+ARGS_CONVERT_TRADES = ["pairs", "timeframes", "exchange", "dataformat_ohlcv", "dataformat_trades"]
+
 ARGS_LIST_DATA = ["exchange", "dataformat_ohlcv", "pairs"]
 
-ARGS_DOWNLOAD_DATA = ["pairs", "pairs_file", "days", "timerange", "download_trades", "exchange",
-                      "timeframes", "erase", "dataformat_ohlcv", "dataformat_trades"]
+ARGS_DOWNLOAD_DATA = ["pairs", "pairs_file", "days", "new_pairs_days", "include_inactive",
+                      "timerange", "download_trades", "exchange", "timeframes",
+                      "erase", "dataformat_ohlcv", "dataformat_trades"]
 
 ARGS_PLOT_DATAFRAME = ["pairs", "indicators1", "indicators2", "plot_limit",
                        "db_url", "trade_source", "export", "exportfilename",
                        "timerange", "timeframe", "no_trades"]
 
 ARGS_PLOT_PROFIT = ["pairs", "timerange", "export", "exportfilename", "db_url",
-                    "trade_source", "timeframe"]
+                    "trade_source", "timeframe", "plot_auto_open"]
+
+ARGS_INSTALL_UI = ["erase_ui_only", 'ui_version']
 
 ARGS_SHOW_TRADES = ["db_url", "trade_ids", "print_json"]
 
@@ -79,14 +89,15 @@ ARGS_HYPEROPT_LIST = ["hyperopt_list_best", "hyperopt_list_profitable",
                       "hyperoptexportfilename", "export_csv"]
 
 ARGS_HYPEROPT_SHOW = ["hyperopt_list_best", "hyperopt_list_profitable", "hyperopt_show_index",
-                      "print_json", "hyperoptexportfilename", "hyperopt_show_no_header"]
+                      "print_json", "hyperoptexportfilename", "hyperopt_show_no_header",
+                      "disableparamexport", "backtest_breakdown"]
 
 NO_CONF_REQURIED = ["convert-data", "convert-trade-data", "download-data", "list-timeframes",
                     "list-markets", "list-pairs", "list-strategies", "list-data",
-                    "list-hyperopts", "hyperopt-list", "hyperopt-show",
-                    "plot-dataframe", "plot-profit", "show-trades"]
+                    "hyperopt-list", "hyperopt-show",
+                    "plot-dataframe", "plot-profit", "show-trades", "trades-to-ohlcv"]
 
-NO_CONF_ALLOWED = ["create-userdir", "list-exchanges", "new-hyperopt", "new-strategy"]
+NO_CONF_ALLOWED = ["create-userdir", "list-exchanges", "new-strategy"]
 
 
 class Arguments:
@@ -162,14 +173,14 @@ class Arguments:
         self.parser = argparse.ArgumentParser(description='Free, open source crypto trading bot')
         self._build_args(optionlist=['version'], parser=self.parser)
 
-        from freqtrade.commands import (start_backtesting, start_convert_data, start_create_userdir,
-                                        start_download_data, start_edge, start_hyperopt,
-                                        start_hyperopt_list, start_hyperopt_show, start_list_data,
-                                        start_list_exchanges, start_list_hyperopts,
+        from freqtrade.commands import (start_backtesting, start_convert_data, start_convert_trades,
+                                        start_create_userdir, start_download_data, start_edge,
+                                        start_hyperopt, start_hyperopt_list, start_hyperopt_show,
+                                        start_install_ui, start_list_data, start_list_exchanges,
                                         start_list_markets, start_list_strategies,
-                                        start_list_timeframes, start_new_config, start_new_hyperopt,
-                                        start_new_strategy, start_plot_dataframe, start_plot_profit,
-                                        start_show_trades, start_test_pairlist, start_trading)
+                                        start_list_timeframes, start_new_config, start_new_strategy,
+                                        start_plot_dataframe, start_plot_profit, start_show_trades,
+                                        start_test_pairlist, start_trading, start_webserver)
 
         subparsers = self.parser.add_subparsers(dest='command',
                                                 # Use custom message when no subhandler is added
@@ -196,12 +207,6 @@ class Arguments:
         build_config_cmd.set_defaults(func=start_new_config)
         self._build_args(optionlist=ARGS_BUILD_CONFIG, parser=build_config_cmd)
 
-        # add new-hyperopt subcommand
-        build_hyperopt_cmd = subparsers.add_parser('new-hyperopt',
-                                                   help="Create new hyperopt")
-        build_hyperopt_cmd.set_defaults(func=start_new_hyperopt)
-        self._build_args(optionlist=ARGS_BUILD_HYPEROPT, parser=build_hyperopt_cmd)
-
         # add new-strategy subcommand
         build_strategy_cmd = subparsers.add_parser('new-strategy',
                                                    help="Create new strategy")
@@ -235,6 +240,15 @@ class Arguments:
         convert_trade_data_cmd.set_defaults(func=partial(start_convert_data, ohlcv=False))
         self._build_args(optionlist=ARGS_CONVERT_DATA, parser=convert_trade_data_cmd)
 
+        # Add trades-to-ohlcv subcommand
+        convert_trade_data_cmd = subparsers.add_parser(
+            'trades-to-ohlcv',
+            help='Convert trade data to OHLCV data.',
+            parents=[_common_parser],
+        )
+        convert_trade_data_cmd.set_defaults(func=start_convert_trades)
+        self._build_args(optionlist=ARGS_CONVERT_TRADES, parser=convert_trade_data_cmd)
+
         # Add list-data subcommand
         list_data_cmd = subparsers.add_parser(
             'list-data',
@@ -290,15 +304,6 @@ class Arguments:
         list_exchanges_cmd.set_defaults(func=start_list_exchanges)
         self._build_args(optionlist=ARGS_LIST_EXCHANGES, parser=list_exchanges_cmd)
 
-        # Add list-hyperopts subcommand
-        list_hyperopts_cmd = subparsers.add_parser(
-            'list-hyperopts',
-            help='Print available hyperopt classes.',
-            parents=[_common_parser],
-        )
-        list_hyperopts_cmd.set_defaults(func=start_list_hyperopts)
-        self._build_args(optionlist=ARGS_LIST_HYPEROPTS, parser=list_hyperopts_cmd)
-
         # Add list-markets subcommand
         list_markets_cmd = subparsers.add_parser(
             'list-markets',
@@ -352,6 +357,14 @@ class Arguments:
         test_pairlist_cmd.set_defaults(func=start_test_pairlist)
         self._build_args(optionlist=ARGS_TEST_PAIRLIST, parser=test_pairlist_cmd)
 
+        # Add install-ui subcommand
+        install_ui_cmd = subparsers.add_parser(
+            'install-ui',
+            help='Install FreqUI',
+        )
+        install_ui_cmd.set_defaults(func=start_install_ui)
+        self._build_args(optionlist=ARGS_INSTALL_UI, parser=install_ui_cmd)
+
         # Add Plotting subcommand
         plot_dataframe_cmd = subparsers.add_parser(
             'plot-dataframe',
@@ -369,3 +382,9 @@ class Arguments:
         )
         plot_profit_cmd.set_defaults(func=start_plot_profit)
         self._build_args(optionlist=ARGS_PLOT_PROFIT, parser=plot_profit_cmd)
+
+        # Add webserver subcommand
+        webserver_cmd = subparsers.add_parser('webserver', help='Webserver module.',
+                                              parents=[_common_parser])
+        webserver_cmd.set_defaults(func=start_webserver)
+        self._build_args(optionlist=ARGS_WEBSERVER, parser=webserver_cmd)

freqtrade/commands/build_config_commands.py

@@ -1,9 +1,11 @@
 import logging
+import secrets
 from pathlib import Path
 from typing import Any, Dict, List
 
 from questionary import Separator, prompt
 
+from freqtrade.configuration.directory_operations import chown_user_directory
 from freqtrade.constants import UNLIMITED_STAKE_AMOUNT
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import MAP_EXCHANGE_CHILDCLASS, available_exchanges
@@ -59,21 +61,27 @@ def ask_user_config() -> Dict[str, Any]:
             "type": "text",
             "name": "stake_currency",
             "message": "Please insert your stake currency:",
-            "default": 'BTC',
+            "default": 'USDT',
         },
         {
             "type": "text",
             "name": "stake_amount",
-            "message": "Please insert your stake amount:",
-            "default": "0.01",
+            "message": f"Please insert your stake amount (Number or '{UNLIMITED_STAKE_AMOUNT}'):",
+            "default": "100",
             "validate": lambda val: val == UNLIMITED_STAKE_AMOUNT or validate_is_float(val),
+            "filter": lambda val: '"' + UNLIMITED_STAKE_AMOUNT + '"'
+            if val == UNLIMITED_STAKE_AMOUNT
+            else val
         },
         {
             "type": "text",
             "name": "max_open_trades",
             "message": f"Please insert max_open_trades (Integer or '{UNLIMITED_STAKE_AMOUNT}'):",
             "default": "3",
-            "validate": lambda val: val == UNLIMITED_STAKE_AMOUNT or validate_is_int(val)
+            "validate": lambda val: val == UNLIMITED_STAKE_AMOUNT or validate_is_int(val),
+            "filter": lambda val: '"' + UNLIMITED_STAKE_AMOUNT + '"'
+            if val == UNLIMITED_STAKE_AMOUNT
+            else val
         },
         {
             "type": "text",
@@ -93,10 +101,12 @@ def ask_user_config() -> Dict[str, Any]:
             "message": "Select exchange",
             "choices": [
                 "binance",
-                "binanceje",
                 "binanceus",
                 "bittrex",
                 "kraken",
+                "ftx",
+                "kucoin",
+                "gateio",
                 Separator(),
                 "other",
             ],
@@ -120,6 +130,12 @@ def ask_user_config() -> Dict[str, Any]:
             "message": "Insert Exchange Secret",
             "when": lambda x: not x['dry_run']
         },
+        {
+            "type": "password",
+            "name": "exchange_key_password",
+            "message": "Insert Exchange API Key password",
+            "when": lambda x: not x['dry_run'] and x['exchange_name'] == 'kucoin'
+        },
         {
             "type": "confirm",
             "name": "telegram",
@@ -138,6 +154,33 @@ def ask_user_config() -> Dict[str, Any]:
             "message": "Insert Telegram chat id",
             "when": lambda x: x['telegram']
         },
+        {
+            "type": "confirm",
+            "name": "api_server",
+            "message": "Do you want to enable the Rest API (includes FreqUI)?",
+            "default": False,
+        },
+        {
+            "type": "text",
+            "name": "api_server_listen_addr",
+            "message": ("Insert Api server Listen Address (0.0.0.0 for docker, "
+                        "otherwise best left untouched)"),
+            "default": "127.0.0.1",
+            "when": lambda x: x['api_server']
+        },
+        {
+            "type": "text",
+            "name": "api_server_username",
+            "message": "Insert api-server username",
+            "default": "freqtrader",
+            "when": lambda x: x['api_server']
+        },
+        {
+            "type": "text",
+            "name": "api_server_password",
+            "message": "Insert api-server password",
+            "when": lambda x: x['api_server']
+        },
     ]
     answers = prompt(questions)
 
@@ -145,6 +188,9 @@ def ask_user_config() -> Dict[str, Any]:
         # Interrupted questionary sessions return an empty dict.
         raise OperationalException("User interrupted interactive questions.")
 
+    # Force JWT token to be a random string
+    answers['api_server_jwt_key'] = secrets.token_hex()
+
     return answers
 
 
@@ -152,7 +198,7 @@ def deploy_new_config(config_path: Path, selections: Dict[str, Any]) -> None:
     """
     Applies selections to the template and writes the result to config_path
     :param config_path: Path object for new config file. Should not exist yet
-    :param selecions: Dict containing selections taken by the user.
+    :param selections: Dict containing selections taken by the user.
     """
     from jinja2.exceptions import TemplateNotFound
     try:
@@ -162,7 +208,7 @@ def deploy_new_config(config_path: Path, selections: Dict[str, Any]) -> None:
         selections['exchange'] = render_template(
             templatefile=f"subtemplates/exchange_{exchange_template}.j2",
             arguments=selections
-            )
+        )
     except TemplateNotFound:
         selections['exchange'] = render_template(
             templatefile="subtemplates/exchange_generic.j2",
@@ -173,16 +219,20 @@ def deploy_new_config(config_path: Path, selections: Dict[str, Any]) -> None:
                                   arguments=selections)
 
     logger.info(f"Writing config to `{config_path}`.")
+    logger.info(
+        "Please make sure to check the configuration contents and adjust settings to your needs.")
+
     config_path.write_text(config_text)
 
 
 def start_new_config(args: Dict[str, Any]) -> None:
     """
     Create a new strategy from a template
-    Asking the user questions to fill out the templateaccordingly.
+    Asking the user questions to fill out the template accordingly.
     """
 
     config_path = Path(args['config'][0])
+    chown_user_directory(config_path.parent)
     if config_path.exists():
         overwrite = ask_user_overwrite(config_path)
         if overwrite:

freqtrade/commands/cli_options.py

@@ -1,7 +1,7 @@
 """
 Definition of cli arguments used in arguments.py
 """
-from argparse import ArgumentTypeError
+from argparse import SUPPRESS, ArgumentTypeError
 
 from freqtrade import __version__, constants
 from freqtrade.constants import HYPEROPT_LOSS_BUILTIN
@@ -110,10 +110,15 @@ AVAILABLE_CLI_OPTIONS = {
         help='Enforce dry-run for trading (removes Exchange secrets and simulates trades).',
         action='store_true',
     ),
+    "dry_run_wallet": Arg(
+        '--dry-run-wallet', '--starting-balance',
+        help='Starting balance, used for backtesting / hyperopt and dry-runs.',
+        type=float,
+    ),
     # Optimize common
     "timeframe": Arg(
         '-i', '--timeframe', '--ticker-interval',
-        help='Specify ticker interval (`1m`, `5m`, `30m`, `1h`, `1d`).',
+        help='Specify timeframe (`1m`, `5m`, `30m`, `1h`, `1d`).',
     ),
     "timerange": Arg(
         '--timerange',
@@ -128,9 +133,12 @@ AVAILABLE_CLI_OPTIONS = {
     "stake_amount": Arg(
         '--stake-amount',
         help='Override the value of the `stake_amount` configuration setting.',
-        type=float,
     ),
     # Backtesting
+    "timeframe_detail": Arg(
+        '--timeframe-detail',
+        help='Specify detail timeframe for backtesting (`1m`, `5m`, `30m`, `1h`, `1d`).',
+    ),
     "position_stacking": Arg(
         '--eps', '--enable-position-stacking',
         help='Allow buying the same pair multiple times (position stacking).',
@@ -144,19 +152,28 @@ AVAILABLE_CLI_OPTIONS = {
         action='store_false',
         default=True,
     ),
+    "enable_protections": Arg(
+        '--enable-protections', '--enableprotections',
+        help='Enable protections for backtesting.'
+        'Will slow backtesting down by a considerable amount, but will include '
+        'configured protections',
+        action='store_true',
+        default=False,
+    ),
     "strategy_list": Arg(
         '--strategy-list',
         help='Provide a space-separated list of strategies to backtest. '
         'Please note that ticker-interval needs to be set either in config '
         'or via command line. When using this together with `--export trades`, '
         'the strategy-name is injected into the filename '
-        '(so `backtest-data.json` becomes `backtest-data-DefaultStrategy.json`',
+        '(so `backtest-data.json` becomes `backtest-data-SampleStrategy.json`',
         nargs='+',
     ),
     "export": Arg(
         '--export',
-        help='Export backtest results, argument are: trades. '
-        'Example: `--export=trades`',
+        help='Export backtest results (default: trades).',
+        choices=constants.EXPORT_OPTIONS,
+
     ),
     "exportfilename": Arg(
         '--export-filename',
@@ -165,12 +182,23 @@ AVAILABLE_CLI_OPTIONS = {
         'Example: `--export-filename=user_data/backtest_results/backtest_today.json`',
         metavar='PATH',
     ),
+    "disableparamexport": Arg(
+        '--disable-param-export',
+        help="Disable automatic hyperopt parameter export.",
+        action='store_true',
+    ),
     "fee": Arg(
         '--fee',
         help='Specify fee ratio. Will be applied twice (on trade entry and exit).',
         type=float,
         metavar='FLOAT',
     ),
+    "backtest_breakdown": Arg(
+        '--breakdown',
+        help='Show backtesting breakdown per [day, week, month].',
+        nargs='+',
+        choices=constants.BACKTEST_BREAKDOWNS
+    ),
     # Edge
     "stoploss_range": Arg(
         '--stoplosses',
@@ -181,12 +209,13 @@ AVAILABLE_CLI_OPTIONS = {
     # Hyperopt
     "hyperopt": Arg(
         '--hyperopt',
-        help='Specify hyperopt class name which will be used by the bot.',
+        help=SUPPRESS,
         metavar='NAME',
+        required=False,
     ),
     "hyperopt_path": Arg(
         '--hyperopt-path',
-        help='Specify additional lookup path for Hyperopt and Hyperopt Loss functions.',
+        help='Specify additional lookup path for Hyperopt Loss functions.',
         metavar='PATH',
     ),
     "epochs": Arg(
@@ -199,7 +228,7 @@ AVAILABLE_CLI_OPTIONS = {
     "spaces": Arg(
         '--spaces',
         help='Specify which parameters to hyperopt. Space-separated list.',
-        choices=['all', 'buy', 'sell', 'roi', 'stoploss', 'trailing', 'default'],
+        choices=['all', 'buy', 'sell', 'roi', 'stoploss', 'trailing', 'protection', 'default'],
         nargs='+',
         default='default',
     ),
@@ -254,7 +283,7 @@ AVAILABLE_CLI_OPTIONS = {
         default=1,
     ),
     "hyperopt_loss": Arg(
-        '--hyperopt-loss',
+        '--hyperopt-loss', '--hyperoptloss',
         help='Specify the class name of the hyperopt loss function class (IHyperOptLoss). '
         'Different functions can generate completely different results, '
         'since the target for optimization is different. Built-in Hyperopt-loss-functions are: '
@@ -317,7 +346,7 @@ AVAILABLE_CLI_OPTIONS = {
     # Script options
     "pairs": Arg(
         '-p', '--pairs',
-        help='Show profits for only these pairs. Pairs are space-separated.',
+        help='Limit command to these pairs. Pairs are space-separated.',
         nargs='+',
     ),
     # Download data
@@ -332,6 +361,17 @@ AVAILABLE_CLI_OPTIONS = {
         type=check_int_positive,
         metavar='INT',
     ),
+    "include_inactive": Arg(
+        '--include-inactive-pairs',
+        help='Also download data from inactive pairs.',
+        action='store_true',
+    ),
+    "new_pairs_days": Arg(
+        '--new-pairs-days',
+        help='Download data of new pairs for given number of days. Default: `%(default)s`.',
+        type=check_int_positive,
+        metavar='INT',
+    ),
     "download_trades": Arg(
         '--dl-trades',
         help='Download trades instead of OHLCV data. The bot will resample trades to the '
@@ -352,15 +392,13 @@ AVAILABLE_CLI_OPTIONS = {
     ),
     "dataformat_ohlcv": Arg(
         '--data-format-ohlcv',
-        help='Storage format for downloaded candle (OHLCV) data. (default: `%(default)s`).',
+        help='Storage format for downloaded candle (OHLCV) data. (default: `json`).',
         choices=constants.AVAILABLE_DATAHANDLERS,
-        default='json'
     ),
     "dataformat_trades": Arg(
         '--data-format-trades',
-        help='Storage format for downloaded trades data. (default: `%(default)s`).',
+        help='Storage format for downloaded trades data. (default: `jsongz`).',
         choices=constants.AVAILABLE_DATAHANDLERS,
-        default='jsongz'
     ),
     "exchange": Arg(
         '--exchange',
@@ -381,6 +419,18 @@ AVAILABLE_CLI_OPTIONS = {
         help='Clean all existing data for the selected exchange/pairs/timeframes.',
         action='store_true',
     ),
+    "erase_ui_only": Arg(
+        '--erase',
+        help="Clean UI folder, don't download new version.",
+        action='store_true',
+        default=False,
+    ),
+    "ui_version": Arg(
+        '--ui-version',
+        help=('Specify a specific version of FreqUI to install. '
+              'Not specifying this installs the latest version.'),
+        type=str,
+    ),
     # Templating options
     "template": Arg(
         '--template',
@@ -410,6 +460,11 @@ AVAILABLE_CLI_OPTIONS = {
         metavar='INT',
         default=750,
     ),
+    "plot_auto_open": Arg(
+        '--auto-open',
+        help='Automatically open generated plot.',
+        action='store_true',
+    ),
     "no_trades": Arg(
         '--no-trades',
         help='Skip using trades from backtesting file and DB.',
@@ -514,4 +569,10 @@ AVAILABLE_CLI_OPTIONS = {
         help='Do not print epoch details header.',
         action='store_true',
     ),
+    "hyperopt_ignore_missing_space": Arg(
+        "--ignore-missing-spaces", "--ignore-unparameterized-spaces",
+        help=("Suppress errors for any requested Hyperopt spaces "
+              "that do not contain any parameters."),
+        action="store_true",
+    ),
 }

freqtrade/commands/data_commands.py

@@ -1,18 +1,19 @@
 import logging
 import sys
 from collections import defaultdict
+from datetime import datetime, timedelta
 from typing import Any, Dict, List
 
-import arrow
-
 from freqtrade.configuration import TimeRange, setup_utils_configuration
 from freqtrade.data.converter import convert_ohlcv_format, convert_trades_format
 from freqtrade.data.history import (convert_trades_to_ohlcv, refresh_backtest_ohlcv_data,
                                     refresh_backtest_trades_data)
+from freqtrade.enums import RunMode
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import timeframe_to_minutes
+from freqtrade.exchange.exchange import market_is_active
+from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
 from freqtrade.resolvers import ExchangeResolver
-from freqtrade.state import RunMode
 
 
 logger = logging.getLogger(__name__)
@@ -29,7 +30,7 @@ def start_download_data(args: Dict[str, Any]) -> None:
                                    "You can only specify one or the other.")
     timerange = TimeRange()
     if 'days' in config:
-        time_since = arrow.utcnow().shift(days=-config['days']).strftime("%Y%m%d")
+        time_since = (datetime.now() - timedelta(days=config['days'])).strftime("%Y%m%d")
         timerange = TimeRange.parse_timerange(f'{time_since}-')
 
     if 'timerange' in config:
@@ -43,15 +44,20 @@ def start_download_data(args: Dict[str, Any]) -> None:
             "Downloading data requires a list of pairs. "
             "Please check the documentation on how to configure this.")
 
-    logger.info(f"About to download pairs: {config['pairs']}, "
-                f"intervals: {config['timeframes']} to {config['datadir']}")
-
     pairs_not_available: List[str] = []
 
     # Init exchange
     exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config, validate=False)
+    markets = [p for p, m in exchange.markets.items() if market_is_active(m)
+               or config.get('include_inactive')]
+    expanded_pairs = expand_pairlist(config['pairs'], markets)
+
     # Manual validations of relevant settings
-    exchange.validate_pairs(config['pairs'])
+    if not config['exchange'].get('skip_pair_validation', False):
+        exchange.validate_pairs(expanded_pairs)
+    logger.info(f"About to download pairs: {expanded_pairs}, "
+                f"intervals: {config['timeframes']} to {config['datadir']}")
+
     for timeframe in config['timeframes']:
         exchange.validate_timeframes(timeframe)
 
@@ -59,22 +65,23 @@ def start_download_data(args: Dict[str, Any]) -> None:
 
         if config.get('download_trades'):
             pairs_not_available = refresh_backtest_trades_data(
-                exchange, pairs=config['pairs'], datadir=config['datadir'],
-                timerange=timerange, erase=bool(config.get('erase')),
-                data_format=config['dataformat_trades'])
+                exchange, pairs=expanded_pairs, datadir=config['datadir'],
+                timerange=timerange, new_pairs_days=config['new_pairs_days'],
+                erase=bool(config.get('erase')), data_format=config['dataformat_trades'])
 
             # Convert downloaded trade data to different timeframes
             convert_trades_to_ohlcv(
-                pairs=config['pairs'], timeframes=config['timeframes'],
+                pairs=expanded_pairs, timeframes=config['timeframes'],
                 datadir=config['datadir'], timerange=timerange, erase=bool(config.get('erase')),
                 data_format_ohlcv=config['dataformat_ohlcv'],
                 data_format_trades=config['dataformat_trades'],
-                )
+            )
         else:
             pairs_not_available = refresh_backtest_ohlcv_data(
-                exchange, pairs=config['pairs'], timeframes=config['timeframes'],
-                datadir=config['datadir'], timerange=timerange, erase=bool(config.get('erase')),
-                data_format=config['dataformat_ohlcv'])
+                exchange, pairs=expanded_pairs, timeframes=config['timeframes'],
+                datadir=config['datadir'], timerange=timerange,
+                new_pairs_days=config['new_pairs_days'],
+                erase=bool(config.get('erase')), data_format=config['dataformat_ohlcv'])
 
     except KeyboardInterrupt:
         sys.exit("SIGINT received, aborting ...")
@@ -85,6 +92,41 @@ def start_download_data(args: Dict[str, Any]) -> None:
                         f"on exchange {exchange.name}.")
 
 
+def start_convert_trades(args: Dict[str, Any]) -> None:
+
+    config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE)
+
+    timerange = TimeRange()
+
+    # Remove stake-currency to skip checks which are not relevant for datadownload
+    config['stake_currency'] = ''
+
+    if 'pairs' not in config:
+        raise OperationalException(
+            "Downloading data requires a list of pairs. "
+            "Please check the documentation on how to configure this.")
+
+    # Init exchange
+    exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config, validate=False)
+    # Manual validations of relevant settings
+    if not config['exchange'].get('skip_pair_validation', False):
+        exchange.validate_pairs(config['pairs'])
+    expanded_pairs = expand_pairlist(config['pairs'], list(exchange.markets))
+
+    logger.info(f"About to Convert pairs: {expanded_pairs}, "
+                f"intervals: {config['timeframes']} to {config['datadir']}")
+
+    for timeframe in config['timeframes']:
+        exchange.validate_timeframes(timeframe)
+    # Convert downloaded trade data to different timeframes
+    convert_trades_to_ohlcv(
+        pairs=expanded_pairs, timeframes=config['timeframes'],
+        datadir=config['datadir'], timerange=timerange, erase=bool(config.get('erase')),
+        data_format_ohlcv=config['dataformat_ohlcv'],
+        data_format_trades=config['dataformat_trades'],
+    )
+
+
 def start_convert_data(args: Dict[str, Any], ohlcv: bool = True) -> None:
     """
     Convert data from one format to another

freqtrade/commands/deploy_commands.py

@@ -1,14 +1,16 @@
 import logging
 import sys
 from pathlib import Path
-from typing import Any, Dict
+from typing import Any, Dict, Optional, Tuple
+
+import requests
 
 from freqtrade.configuration import setup_utils_configuration
 from freqtrade.configuration.directory_operations import copy_sample_files, create_userdata_dir
-from freqtrade.constants import USERPATH_HYPEROPTS, USERPATH_STRATEGIES
+from freqtrade.constants import USERPATH_STRATEGIES
+from freqtrade.enums import RunMode
 from freqtrade.exceptions import OperationalException
 from freqtrade.misc import render_template, render_template_with_fallback
-from freqtrade.state import RunMode
 
 
 logger = logging.getLogger(__name__)
@@ -36,15 +38,15 @@ def deploy_new_strategy(strategy_name: str, strategy_path: Path, subtemplate: st
     indicators = render_template_with_fallback(
         templatefile=f"subtemplates/indicators_{subtemplate}.j2",
         templatefallbackfile=f"subtemplates/indicators_{fallback}.j2",
-        )
+    )
     buy_trend = render_template_with_fallback(
         templatefile=f"subtemplates/buy_trend_{subtemplate}.j2",
         templatefallbackfile=f"subtemplates/buy_trend_{fallback}.j2",
-        )
+    )
     sell_trend = render_template_with_fallback(
         templatefile=f"subtemplates/sell_trend_{subtemplate}.j2",
         templatefallbackfile=f"subtemplates/sell_trend_{fallback}.j2",
-        )
+    )
     plot_config = render_template_with_fallback(
         templatefile=f"subtemplates/plot_config_{subtemplate}.j2",
         templatefallbackfile=f"subtemplates/plot_config_{fallback}.j2",
@@ -72,8 +74,6 @@ def start_new_strategy(args: Dict[str, Any]) -> None:
     config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
 
     if "strategy" in args and args["strategy"]:
-        if args["strategy"] == "DefaultStrategy":
-            raise OperationalException("DefaultStrategy is not allowed as name.")
 
         new_path = config['user_data_dir'] / USERPATH_STRATEGIES / (args['strategy'] + '.py')
 
@@ -87,53 +87,93 @@ def start_new_strategy(args: Dict[str, Any]) -> None:
         raise OperationalException("`new-strategy` requires --strategy to be set.")
 
 
-def deploy_new_hyperopt(hyperopt_name: str, hyperopt_path: Path, subtemplate: str) -> None:
-    """
-    Deploys a new hyperopt template to hyperopt_path
-    """
-    fallback = 'full'
-    buy_guards = render_template_with_fallback(
-        templatefile=f"subtemplates/hyperopt_buy_guards_{subtemplate}.j2",
-        templatefallbackfile=f"subtemplates/hyperopt_buy_guards_{fallback}.j2",
-        )
-    sell_guards = render_template_with_fallback(
-        templatefile=f"subtemplates/hyperopt_sell_guards_{subtemplate}.j2",
-        templatefallbackfile=f"subtemplates/hyperopt_sell_guards_{fallback}.j2",
-        )
-    buy_space = render_template_with_fallback(
-        templatefile=f"subtemplates/hyperopt_buy_space_{subtemplate}.j2",
-        templatefallbackfile=f"subtemplates/hyperopt_buy_space_{fallback}.j2",
-        )
-    sell_space = render_template_with_fallback(
-        templatefile=f"subtemplates/hyperopt_sell_space_{subtemplate}.j2",
-        templatefallbackfile=f"subtemplates/hyperopt_sell_space_{fallback}.j2",
-        )
+def clean_ui_subdir(directory: Path):
+    if directory.is_dir():
+        logger.info("Removing UI directory content.")
 
-    strategy_text = render_template(templatefile='base_hyperopt.py.j2',
-                                    arguments={"hyperopt": hyperopt_name,
-                                               "buy_guards": buy_guards,
-                                               "sell_guards": sell_guards,
-                                               "buy_space": buy_space,
-                                               "sell_space": sell_space,
-                                               })
-
-    logger.info(f"Writing hyperopt to `{hyperopt_path}`.")
-    hyperopt_path.write_text(strategy_text)
+        for p in reversed(list(directory.glob('**/*'))):  # iterate contents from leaves to root
+            if p.name in ('.gitkeep', 'fallback_file.html'):
+                continue
+            if p.is_file():
+                p.unlink()
+            elif p.is_dir():
+                p.rmdir()
 
 
-def start_new_hyperopt(args: Dict[str, Any]) -> None:
+def read_ui_version(dest_folder: Path) -> Optional[str]:
+    file = dest_folder / '.uiversion'
+    if not file.is_file():
+        return None
 
-    config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
+    with file.open('r') as f:
+        return f.read()
 
-    if 'hyperopt' in args and args['hyperopt']:
-        if args['hyperopt'] == 'DefaultHyperopt':
-            raise OperationalException("DefaultHyperopt is not allowed as name.")
 
-        new_path = config['user_data_dir'] / USERPATH_HYPEROPTS / (args['hyperopt'] + '.py')
+def download_and_install_ui(dest_folder: Path, dl_url: str, version: str):
+    from io import BytesIO
+    from zipfile import ZipFile
 
-        if new_path.exists():
-            raise OperationalException(f"`{new_path}` already exists. "
-                                       "Please choose another Hyperopt Name.")
-        deploy_new_hyperopt(args['hyperopt'], new_path, args['template'])
+    logger.info(f"Downloading {dl_url}")
+    resp = requests.get(dl_url).content
+    dest_folder.mkdir(parents=True, exist_ok=True)
+    with ZipFile(BytesIO(resp)) as zf:
+        for fn in zf.filelist:
+            with zf.open(fn) as x:
+                destfile = dest_folder / fn.filename
+                if fn.is_dir():
+                    destfile.mkdir(exist_ok=True)
+                else:
+                    destfile.write_bytes(x.read())
+    with (dest_folder / '.uiversion').open('w') as f:
+        f.write(version)
+
+
+def get_ui_download_url(version: Optional[str] = None) -> Tuple[str, str]:
+    base_url = 'https://api.github.com/repos/freqtrade/frequi/'
+    # Get base UI Repo path
+
+    resp = requests.get(f"{base_url}releases")
+    resp.raise_for_status()
+    r = resp.json()
+
+    if version:
+        tmp = [x for x in r if x['name'] == version]
+        if tmp:
+            latest_version = tmp[0]['name']
+            assets = tmp[0].get('assets', [])
+        else:
+            raise ValueError("UI-Version not found.")
     else:
-        raise OperationalException("`new-hyperopt` requires --hyperopt to be set.")
+        latest_version = r[0]['name']
+        assets = r[0].get('assets', [])
+    dl_url = ''
+    if assets and len(assets) > 0:
+        dl_url = assets[0]['browser_download_url']
+
+    # URL not found - try assets url
+    if not dl_url:
+        assets = r[0]['assets_url']
+        resp = requests.get(assets)
+        r = resp.json()
+        dl_url = r[0]['browser_download_url']
+
+    return dl_url, latest_version
+
+
+def start_install_ui(args: Dict[str, Any]) -> None:
+
+    dest_folder = Path(__file__).parents[1] / 'rpc/api_server/ui/installed/'
+    # First make sure the assets are removed.
+    dl_url, latest_version = get_ui_download_url(args.get('ui_version'))
+
+    curr_version = read_ui_version(dest_folder)
+    if curr_version == latest_version and not args.get('erase_ui_only'):
+        logger.info(f"UI already up-to-date, FreqUI Version {curr_version}.")
+        return
+
+    clean_ui_subdir(dest_folder)
+    if args.get('erase_ui_only'):
+        logger.info("Erased UI directory content. Not downloading new version.")
+    else:
+        # Download a new version
+        download_and_install_ui(dest_folder, dl_url, latest_version)

freqtrade/commands/hyperopt_commands.py

@@ -1,13 +1,14 @@
 import logging
 from operator import itemgetter
-from typing import Any, Dict, List
+from typing import Any, Dict
 
 from colorama import init as colorama_init
 
 from freqtrade.configuration import setup_utils_configuration
 from freqtrade.data.btanalysis import get_latest_hyperopt_file
+from freqtrade.enums import RunMode
 from freqtrade.exceptions import OperationalException
-from freqtrade.state import RunMode
+from freqtrade.optimize.optimize_reports import show_backtest_result
 
 
 logger = logging.getLogger(__name__)
@@ -17,7 +18,7 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
     """
     List hyperopt epochs previously evaluated
     """
-    from freqtrade.optimize.hyperopt import Hyperopt
+    from freqtrade.optimize.hyperopt_tools import HyperoptTools
 
     config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
 
@@ -27,49 +28,32 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
     no_details = config.get('hyperopt_list_no_details', False)
     no_header = False
 
-    filteroptions = {
-        'only_best': config.get('hyperopt_list_best', False),
-        'only_profitable': config.get('hyperopt_list_profitable', False),
-        'filter_min_trades': config.get('hyperopt_list_min_trades', 0),
-        'filter_max_trades': config.get('hyperopt_list_max_trades', 0),
-        'filter_min_avg_time': config.get('hyperopt_list_min_avg_time', None),
-        'filter_max_avg_time': config.get('hyperopt_list_max_avg_time', None),
-        'filter_min_avg_profit': config.get('hyperopt_list_min_avg_profit', None),
-        'filter_max_avg_profit': config.get('hyperopt_list_max_avg_profit', None),
-        'filter_min_total_profit': config.get('hyperopt_list_min_total_profit', None),
-        'filter_max_total_profit': config.get('hyperopt_list_max_total_profit', None),
-        'filter_min_objective': config.get('hyperopt_list_min_objective', None),
-        'filter_max_objective': config.get('hyperopt_list_max_objective', None),
-    }
-
     results_file = get_latest_hyperopt_file(
         config['user_data_dir'] / 'hyperopt_results',
         config.get('hyperoptexportfilename'))
 
     # Previous evaluations
-    epochs = Hyperopt.load_previous_results(results_file)
-    total_epochs = len(epochs)
-
-    epochs = hyperopt_filter_epochs(epochs, filteroptions)
+    epochs, total_epochs = HyperoptTools.load_filtered_results(results_file, config)
 
     if print_colorized:
         colorama_init(autoreset=True)
 
     if not export_csv:
         try:
-            print(Hyperopt.get_result_table(config, epochs, total_epochs,
-                                            not filteroptions['only_best'], print_colorized, 0))
+            print(HyperoptTools.get_result_table(config, epochs, total_epochs,
+                                                 not config.get('hyperopt_list_best', False),
+                                                 print_colorized, 0))
         except KeyboardInterrupt:
             print('User interrupted..')
 
     if epochs and not no_details:
         sorted_epochs = sorted(epochs, key=itemgetter('loss'))
         results = sorted_epochs[0]
-        Hyperopt.print_epoch_details(results, total_epochs, print_json, no_header)
+        HyperoptTools.show_epoch_details(results, total_epochs, print_json, no_header)
 
     if epochs and export_csv:
-        Hyperopt.export_csv_file(
-            config, epochs, total_epochs, not filteroptions['only_best'], export_csv
+        HyperoptTools.export_csv_file(
+            config, epochs, export_csv
         )
 
 
@@ -77,7 +61,7 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
     """
     Show details of a hyperopt epoch previously evaluated
     """
-    from freqtrade.optimize.hyperopt import Hyperopt
+    from freqtrade.optimize.hyperopt_tools import HyperoptTools
 
     config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
 
@@ -89,26 +73,9 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
 
     n = config.get('hyperopt_show_index', -1)
 
-    filteroptions = {
-        'only_best': config.get('hyperopt_list_best', False),
-        'only_profitable': config.get('hyperopt_list_profitable', False),
-        'filter_min_trades': config.get('hyperopt_list_min_trades', 0),
-        'filter_max_trades': config.get('hyperopt_list_max_trades', 0),
-        'filter_min_avg_time': config.get('hyperopt_list_min_avg_time', None),
-        'filter_max_avg_time': config.get('hyperopt_list_max_avg_time', None),
-        'filter_min_avg_profit': config.get('hyperopt_list_min_avg_profit', None),
-        'filter_max_avg_profit': config.get('hyperopt_list_max_avg_profit', None),
-        'filter_min_total_profit': config.get('hyperopt_list_min_total_profit', None),
-        'filter_max_total_profit': config.get('hyperopt_list_max_total_profit', None),
-        'filter_min_objective': config.get('hyperopt_list_min_objective', None),
-        'filter_max_objective': config.get('hyperopt_list_max_objective', None)
-    }
-
     # Previous evaluations
-    epochs = Hyperopt.load_previous_results(results_file)
-    total_epochs = len(epochs)
+    epochs, total_epochs = HyperoptTools.load_filtered_results(results_file, config)
 
-    epochs = hyperopt_filter_epochs(epochs, filteroptions)
     filtered_epochs = len(epochs)
 
     if n > filtered_epochs:
@@ -124,105 +91,14 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
 
     if epochs:
         val = epochs[n]
-        Hyperopt.print_epoch_details(val, total_epochs, print_json, no_header,
-                                     header_str="Epoch details")
 
+        metrics = val['results_metrics']
+        if 'strategy_name' in metrics:
+            strategy_name = metrics['strategy_name']
+            show_backtest_result(strategy_name, metrics,
+                                 metrics['stake_currency'], config.get('backtest_breakdown', []))
 
-def hyperopt_filter_epochs(epochs: List, filteroptions: dict) -> List:
-    """
-    Filter our items from the list of hyperopt results
-    """
-    if filteroptions['only_best']:
-        epochs = [x for x in epochs if x['is_best']]
-    if filteroptions['only_profitable']:
-        epochs = [x for x in epochs if x['results_metrics']['profit'] > 0]
+            HyperoptTools.try_export_params(config, strategy_name, val)
 
-    epochs = _hyperopt_filter_epochs_trade_count(epochs, filteroptions)
-
-    epochs = _hyperopt_filter_epochs_duration(epochs, filteroptions)
-
-    epochs = _hyperopt_filter_epochs_profit(epochs, filteroptions)
-
-    epochs = _hyperopt_filter_epochs_objective(epochs, filteroptions)
-
-    logger.info(f"{len(epochs)} " +
-                ("best " if filteroptions['only_best'] else "") +
-                ("profitable " if filteroptions['only_profitable'] else "") +
-                "epochs found.")
-    return epochs
-
-
-def _hyperopt_filter_epochs_trade_count(epochs: List, filteroptions: dict) -> List:
-
-    if filteroptions['filter_min_trades'] > 0:
-        epochs = [
-            x for x in epochs
-            if x['results_metrics']['trade_count'] > filteroptions['filter_min_trades']
-        ]
-    if filteroptions['filter_max_trades'] > 0:
-        epochs = [
-            x for x in epochs
-            if x['results_metrics']['trade_count'] < filteroptions['filter_max_trades']
-        ]
-    return epochs
-
-
-def _hyperopt_filter_epochs_duration(epochs: List, filteroptions: dict) -> List:
-
-    if filteroptions['filter_min_avg_time'] is not None:
-        epochs = [x for x in epochs if x['results_metrics']['trade_count'] > 0]
-        epochs = [
-            x for x in epochs
-            if x['results_metrics']['duration'] > filteroptions['filter_min_avg_time']
-        ]
-    if filteroptions['filter_max_avg_time'] is not None:
-        epochs = [x for x in epochs if x['results_metrics']['trade_count'] > 0]
-        epochs = [
-            x for x in epochs
-            if x['results_metrics']['duration'] < filteroptions['filter_max_avg_time']
-        ]
-
-    return epochs
-
-
-def _hyperopt_filter_epochs_profit(epochs: List, filteroptions: dict) -> List:
-
-    if filteroptions['filter_min_avg_profit'] is not None:
-        epochs = [x for x in epochs if x['results_metrics']['trade_count'] > 0]
-        epochs = [
-            x for x in epochs
-            if x['results_metrics']['avg_profit'] > filteroptions['filter_min_avg_profit']
-        ]
-    if filteroptions['filter_max_avg_profit'] is not None:
-        epochs = [x for x in epochs if x['results_metrics']['trade_count'] > 0]
-        epochs = [
-            x for x in epochs
-            if x['results_metrics']['avg_profit'] < filteroptions['filter_max_avg_profit']
-        ]
-    if filteroptions['filter_min_total_profit'] is not None:
-        epochs = [x for x in epochs if x['results_metrics']['trade_count'] > 0]
-        epochs = [
-            x for x in epochs
-            if x['results_metrics']['profit'] > filteroptions['filter_min_total_profit']
-        ]
-    if filteroptions['filter_max_total_profit'] is not None:
-        epochs = [x for x in epochs if x['results_metrics']['trade_count'] > 0]
-        epochs = [
-            x for x in epochs
-            if x['results_metrics']['profit'] < filteroptions['filter_max_total_profit']
-        ]
-    return epochs
-
-
-def _hyperopt_filter_epochs_objective(epochs: List, filteroptions: dict) -> List:
-
-    if filteroptions['filter_min_objective'] is not None:
-        epochs = [x for x in epochs if x['results_metrics']['trade_count'] > 0]
-
-        epochs = [x for x in epochs if x['loss'] < filteroptions['filter_min_objective']]
-    if filteroptions['filter_max_objective'] is not None:
-        epochs = [x for x in epochs if x['results_metrics']['trade_count'] > 0]
-
-        epochs = [x for x in epochs if x['loss'] > filteroptions['filter_max_objective']]
-
-    return epochs
+        HyperoptTools.show_epoch_details(val, total_epochs, print_json, no_header,
+                                         header_str="Epoch details")

freqtrade/commands/list_commands.py

@@ -1,7 +1,6 @@
 import csv
 import logging
 import sys
-from collections import OrderedDict
 from pathlib import Path
 from typing import Any, Dict, List
 
@@ -11,12 +10,12 @@ from colorama import init as colorama_init
 from tabulate import tabulate
 
 from freqtrade.configuration import setup_utils_configuration
-from freqtrade.constants import USERPATH_HYPEROPTS, USERPATH_STRATEGIES
+from freqtrade.constants import USERPATH_STRATEGIES
+from freqtrade.enums import RunMode
 from freqtrade.exceptions import OperationalException
-from freqtrade.exchange import available_exchanges, ccxt_exchanges, market_is_active
-from freqtrade.misc import plural
+from freqtrade.exchange import market_is_active, validate_exchanges
+from freqtrade.misc import parse_db_uri_for_logging, plural
 from freqtrade.resolvers import ExchangeResolver, StrategyResolver
-from freqtrade.state import RunMode
 
 
 logger = logging.getLogger(__name__)
@@ -28,14 +27,18 @@ def start_list_exchanges(args: Dict[str, Any]) -> None:
     :param args: Cli args from Arguments()
     :return: None
     """
-    exchanges = ccxt_exchanges() if args['list_exchanges_all'] else available_exchanges()
+    exchanges = validate_exchanges(args['list_exchanges_all'])
+
     if args['print_one_column']:
-        print('\n'.join(exchanges))
+        print('\n'.join([e[0] for e in exchanges]))
     else:
         if args['list_exchanges_all']:
-            print(f"All exchanges supported by the ccxt library: {', '.join(exchanges)}")
+            print("All exchanges supported by the ccxt library:")
         else:
-            print(f"Exchanges available for Freqtrade: {', '.join(exchanges)}")
+            print("Exchanges available for Freqtrade:")
+            exchanges = [e for e in exchanges if e[1] is not False]
+
+        print(tabulate(exchanges, headers=['Exchange name', 'Valid', 'reason']))
 
 
 def _print_objs_tabular(objs: List, print_colorized: bool) -> None:
@@ -50,15 +53,21 @@ def _print_objs_tabular(objs: List, print_colorized: bool) -> None:
         reset = ''
 
     names = [s['name'] for s in objs]
-    objss_to_print = [{
+    objs_to_print = [{
         'name': s['name'] if s['name'] else "--",
         'location': s['location'].name,
         'status': (red + "LOAD FAILED" + reset if s['class'] is None
                    else "OK" if names.count(s['name']) == 1
                    else yellow + "DUPLICATE NAME" + reset)
     } for s in objs]
-
-    print(tabulate(objss_to_print, headers='keys', tablefmt='psql', stralign='right'))
+    for idx, s in enumerate(objs):
+        if 'hyperoptable' in s:
+            objs_to_print[idx].update({
+                'hyperoptable': "Yes" if s['hyperoptable']['count'] > 0 else "No",
+                'buy-Params': len(s['hyperoptable'].get('buy', [])),
+                'sell-Params': len(s['hyperoptable'].get('sell', [])),
+            })
+    print(tabulate(objs_to_print, headers='keys', tablefmt='psql', stralign='right'))
 
 
 def start_list_strategies(args: Dict[str, Any]) -> None:
@@ -71,6 +80,11 @@ def start_list_strategies(args: Dict[str, Any]) -> None:
     strategy_objs = StrategyResolver.search_all_objects(directory, not args['print_one_column'])
     # Sort alphabetically
     strategy_objs = sorted(strategy_objs, key=lambda x: x['name'])
+    for obj in strategy_objs:
+        if obj['class']:
+            obj['hyperoptable'] = obj['class'].detect_all_parameters()
+        else:
+            obj['hyperoptable'] = {'count': 0}
 
     if args['print_one_column']:
         print('\n'.join([s['name'] for s in strategy_objs]))
@@ -78,28 +92,9 @@ def start_list_strategies(args: Dict[str, Any]) -> None:
         _print_objs_tabular(strategy_objs, config.get('print_colorized', False))
 
 
-def start_list_hyperopts(args: Dict[str, Any]) -> None:
-    """
-    Print files with HyperOpt custom classes available in the directory
-    """
-    from freqtrade.resolvers.hyperopt_resolver import HyperOptResolver
-
-    config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
-
-    directory = Path(config.get('hyperopt_path', config['user_data_dir'] / USERPATH_HYPEROPTS))
-    hyperopt_objs = HyperOptResolver.search_all_objects(directory, not args['print_one_column'])
-    # Sort alphabetically
-    hyperopt_objs = sorted(hyperopt_objs, key=lambda x: x['name'])
-
-    if args['print_one_column']:
-        print('\n'.join([s['name'] for s in hyperopt_objs]))
-    else:
-        _print_objs_tabular(hyperopt_objs, config.get('print_colorized', False))
-
-
 def start_list_timeframes(args: Dict[str, Any]) -> None:
     """
-    Print ticker intervals (timeframes) available on Exchange
+    Print timeframes available on Exchange
     """
     config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE)
     # Do not use timeframe set in the config
@@ -139,7 +134,7 @@ def start_list_markets(args: Dict[str, Any], pairs_only: bool = False) -> None:
                                      pairs_only=pairs_only,
                                      active_only=active_only)
         # Sort the pairs/markets by symbol
-        pairs = OrderedDict(sorted(pairs.items()))
+        pairs = dict(sorted(pairs.items()))
     except Exception as e:
         raise OperationalException(f"Cannot get markets. Reason: {e}") from e
 
@@ -177,7 +172,7 @@ def start_list_markets(args: Dict[str, Any], pairs_only: bool = False) -> None:
             # human-readable formats.
             print()
 
-        if len(pairs):
+        if pairs:
             if args.get('print_list', False):
                 # print data as a list, with human-readable summary
                 print(f"{summary_str}: {', '.join(pairs.keys())}.")
@@ -211,7 +206,7 @@ def start_show_trades(args: Dict[str, Any]) -> None:
     if 'db_url' not in config:
         raise OperationalException("--db-url is required for this command.")
 
-    logger.info(f'Using DB: "{config["db_url"]}"')
+    logger.info(f'Using DB: "{parse_db_uri_for_logging(config["db_url"])}"')
     init_db(config['db_url'], clean_open_orders=False)
     tfilter = []
 

freqtrade/commands/optimize_commands.py

@@ -3,8 +3,9 @@ from typing import Any, Dict
 
 from freqtrade import constants
 from freqtrade.configuration import setup_utils_configuration
-from freqtrade.exceptions import DependencyException, OperationalException
-from freqtrade.state import RunMode
+from freqtrade.enums import RunMode
+from freqtrade.exceptions import OperationalException
+from freqtrade.misc import round_coin_value
 
 
 logger = logging.getLogger(__name__)
@@ -14,6 +15,7 @@ def setup_optimize_configuration(args: Dict[str, Any], method: RunMode) -> Dict[
     """
     Prepare the configuration for the Hyperopt module
     :param args: Cli args from Arguments()
+    :param method: Bot running mode
     :return: Configuration
     """
     config = setup_utils_configuration(args, method)
@@ -22,11 +24,13 @@ def setup_optimize_configuration(args: Dict[str, Any], method: RunMode) -> Dict[
         RunMode.BACKTEST: 'backtesting',
         RunMode.HYPEROPT: 'hyperoptimization',
     }
-    if (method in no_unlimited_runmodes.keys() and
-            config['stake_amount'] == constants.UNLIMITED_STAKE_AMOUNT):
-        raise DependencyException(
-            f'The value of `stake_amount` cannot be set as "{constants.UNLIMITED_STAKE_AMOUNT}" '
-            f'for {no_unlimited_runmodes[method]}')
+    if method in no_unlimited_runmodes.keys():
+        if (config['stake_amount'] != constants.UNLIMITED_STAKE_AMOUNT
+                and config['stake_amount'] > config['dry_run_wallet']):
+            wallet = round_coin_value(config['dry_run_wallet'], config['stake_currency'])
+            stake = round_coin_value(config['stake_amount'], config['stake_currency'])
+            raise OperationalException(f"Starting balance ({wallet}) "
+                                       f"is smaller than stake_amount {stake}.")
 
     return config
 

freqtrade/commands/pairlist_commands.py

@@ -4,8 +4,8 @@ from typing import Any, Dict
 import rapidjson
 
 from freqtrade.configuration import setup_utils_configuration
+from freqtrade.enums import RunMode
 from freqtrade.resolvers import ExchangeResolver
-from freqtrade.state import RunMode
 
 
 logger = logging.getLogger(__name__)
@@ -15,7 +15,7 @@ def start_test_pairlist(args: Dict[str, Any]) -> None:
     """
     Test Pairlist configuration
     """
-    from freqtrade.pairlist.pairlistmanager import PairListManager
+    from freqtrade.plugins.pairlistmanager import PairListManager
     config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE)
 
     exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config, validate=False)
@@ -31,7 +31,7 @@ def start_test_pairlist(args: Dict[str, Any]) -> None:
         results[curr] = pairlists.whitelist
 
     for curr, pairlist in results.items():
-        if not args.get('print_one_column', False):
+        if not args.get('print_one_column', False) and not args.get('list_pairs_print_json', False):
             print(f"Pairs for {curr}: ")
 
         if args.get('print_one_column', False):

freqtrade/commands/plot_commands.py

@@ -1,8 +1,8 @@
 from typing import Any, Dict
 
 from freqtrade.configuration import setup_utils_configuration
+from freqtrade.enums import RunMode
 from freqtrade.exceptions import OperationalException
-from freqtrade.state import RunMode
 
 
 def validate_plot_args(args: Dict[str, Any]) -> None:

freqtrade/commands/webserver_commands.py

@@ -0,0 +1,15 @@
+from typing import Any, Dict
+
+from freqtrade.enums import RunMode
+
+
+def start_webserver(args: Dict[str, Any]) -> None:
+    """
+    Main entry point for webserver mode
+    """
+    from freqtrade.configuration import Configuration
+    from freqtrade.rpc.api_server import ApiServer
+
+    # Initialize configuration
+    config = Configuration(args, RunMode.WEBSERVER).get_config()
+    ApiServer(config, standalone=True)

freqtrade/configuration/PeriodicCache.py

@@ -0,0 +1,19 @@
+from datetime import datetime, timezone
+
+from cachetools.ttl import TTLCache
+
+
+class PeriodicCache(TTLCache):
+    """
+    Special cache that expires at "straight" times
+    A timer with ttl of 3600 (1h) will expire at every full hour (:00).
+    """
+
+    def __init__(self, maxsize, ttl, getsizeof=None):
+        def local_timer():
+            ts = datetime.now(timezone.utc).timestamp()
+            offset = (ts % ttl)
+            return ts - offset
+
+        # Init with smlight offset
+        super().__init__(maxsize=maxsize, ttl=ttl-1e-5, timer=local_timer, getsizeof=getsizeof)

freqtrade/configuration/__init__.py

@@ -1,7 +1,8 @@
 # flake8: noqa: F401
 
-from freqtrade.configuration.check_exchange import check_exchange, remove_credentials
+from freqtrade.configuration.check_exchange import check_exchange
 from freqtrade.configuration.config_setup import setup_utils_configuration
 from freqtrade.configuration.config_validation import validate_config_consistency
 from freqtrade.configuration.configuration import Configuration
+from freqtrade.configuration.PeriodicCache import PeriodicCache
 from freqtrade.configuration.timerange import TimeRange

freqtrade/configuration/check_exchange.py

@@ -1,28 +1,15 @@
 import logging
 from typing import Any, Dict
 
+from freqtrade.enums import RunMode
 from freqtrade.exceptions import OperationalException
-from freqtrade.exchange import (available_exchanges, get_exchange_bad_reason, is_exchange_bad,
-                                is_exchange_known_ccxt, is_exchange_officially_supported)
-from freqtrade.state import RunMode
+from freqtrade.exchange import (available_exchanges, is_exchange_known_ccxt,
+                                is_exchange_officially_supported, validate_exchange)
 
 
 logger = logging.getLogger(__name__)
 
 
-def remove_credentials(config: Dict[str, Any]) -> None:
-    """
-    Removes exchange keys from the configuration and specifies dry-run
-    Used for backtesting / hyperopt / edge and utils.
-    Modifies the input dict!
-    """
-    config['exchange']['key'] = ''
-    config['exchange']['secret'] = ''
-    config['exchange']['password'] = ''
-    config['exchange']['uid'] = ''
-    config['dry_run'] = True
-
-
 def check_exchange(config: Dict[str, Any], check_for_bad: bool = True) -> bool:
     """
     Check if the exchange name in the config file is supported by Freqtrade
@@ -51,15 +38,19 @@ def check_exchange(config: Dict[str, Any], check_for_bad: bool = True) -> bool:
 
     if not is_exchange_known_ccxt(exchange):
         raise OperationalException(
-                f'Exchange "{exchange}" is not known to the ccxt library '
-                f'and therefore not available for the bot.\n'
-                f'The following exchanges are available for Freqtrade: '
-                f'{", ".join(available_exchanges())}'
+            f'Exchange "{exchange}" is not known to the ccxt library '
+            f'and therefore not available for the bot.\n'
+            f'The following exchanges are available for Freqtrade: '
+            f'{", ".join(available_exchanges())}'
         )
 
-    if check_for_bad and is_exchange_bad(exchange):
-        raise OperationalException(f'Exchange "{exchange}" is known to not work with the bot yet. '
-                                   f'Reason: {get_exchange_bad_reason(exchange)}')
+    valid, reason = validate_exchange(exchange)
+    if not valid:
+        if check_for_bad:
+            raise OperationalException(f'Exchange "{exchange}"  will not work with Freqtrade. '
+                                       f'Reason: {reason}')
+        else:
+            logger.warning(f'Exchange "{exchange}"  will not work with Freqtrade. Reason: {reason}')
 
     if is_exchange_officially_supported(exchange):
         logger.info(f'Exchange "{exchange}" is officially supported '