chore: hot-fix ta-lib install on windows

New release 2025.7

.github/ISSUE_TEMPLATE/bug_report.md

@@ -1,6 +1,6 @@
 ---
 name: Bug report
-about: Create a report to help us improve
+about: Create a report to help us improve. Do not use this for strategy assistance.
 title: ''
 labels: "Triage Needed"
 assignees: ''
@@ -12,7 +12,11 @@ Have you searched for similar issues before posting it?
 If you have discovered a bug in the bot, please [search the issue tracker](https://github.com/freqtrade/freqtrade/issues?q=is%3Aissue). 
 If it hasn't been reported, please create a new issue.
 
-Please do not use bug reports to request new features.
+Has your strategy or configuration been generated by an AI model, and is now not working?
+This is almost certainly NOT a bug in Freqtrade, but a problem with the code your AI model generated.
+Please consult the documentation. We'll close such issues and point to the documentation.
+
+Please do not use the bug report template to request new features.
 -->
 
 ## Describe your environment

.github/ISSUE_TEMPLATE/feature_request.md

@@ -1,6 +1,6 @@
 ---
 name: Feature request
-about: Suggest an idea for this project
+about: Suggest a new feature or idea for this project
 title: ''
 labels: ''
 assignees: ''

.github/ISSUE_TEMPLATE/question.md

@@ -1,6 +1,6 @@
 ---
 name: Question
-about: Ask a question you could not find an answer in the docs
+about: Ask a question you could not find an answer in the docs. Use this template if you've got problems with your strategy.
 title: ''
 labels: "Question"
 assignees: ''
@@ -8,9 +8,12 @@ assignees: ''
 ---
 <!-- 
 Have you searched for similar issues before posting it?
-Did you have a VERY good look at the [documentation](https://www.freqtrade.io/en/latest/) and are sure that the question is not explained there
+Did you have a VERY good look at the [documentation](https://www.freqtrade.io/) and are sure that the question is not explained there
 
 Please do not use the question template to report bugs or to request new features.
+
+Has your strategy or configuration been generated by an AI model, and is now not working?
+Please consult the documentation. We'll close such issues and point to the documentation.
 -->
 
 ## Describe your environment
@@ -22,4 +25,4 @@ Please do not use the question template to report bugs or to request new feature
   
 ## Your question
 
-*Ask the question you have not been able to find an answer in the [Documentation](https://www.freqtrade.io/en/latest/)*
+*Ask the question you have not been able to find an answer in the [Documentation](https://www.freqtrade.io/)*

.github/PULL_REQUEST_TEMPLATE.md

@@ -1,5 +1,10 @@
 <!-- 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)
+
+Did you use AI to create your changes?
+If so, please state it clearly in the PR description (failing to do so may result in your PR being closed).
+
+Also, please do a self review of the changes made before submitting the PR to make sure only relevant changes are included.
 -->
 ## Summary
 

.github/workflows/binance-lev-tier-update.yml

@@ -16,6 +16,8 @@ jobs:
       name: develop
     steps:
     - uses: actions/checkout@v4
+      with:
+        persist-credentials: false
 
     - uses: actions/setup-python@v5
       with:
@@ -32,7 +34,7 @@ jobs:
       run: python build_helpers/binance_update_lev_tiers.py
 
 
-    - uses: peter-evans/create-pull-request@v7
+    - uses: peter-evans/create-pull-request@271a8d0340265f705b14b6d32b9829c1cb33d45e # v7.0.8
       with:
         token: ${{ secrets.REPO_SCOPED_TOKEN }}
         add-paths: freqtrade/exchange/binance_leverage_tiers.json
@@ -42,6 +44,7 @@ jobs:
         branch: update/binance-leverage-tiers
         title: Update Binance Leverage Tiers
         commit-message: "chore: update pre-commit hooks"
-        committer: Freqtrade Bot <noreply@github.com>
+        committer: Freqtrade Bot <154552126+freqtrade-bot@users.noreply.github.com>
+        author: Freqtrade Bot <154552126+freqtrade-bot@users.noreply.github.com>
         body: Update binance leverage tiers.
         delete-branch: true

.github/workflows/ci.yml

@@ -24,11 +24,13 @@ jobs:
     runs-on: ${{ matrix.os }}
     strategy:
       matrix:
-        os: [ "ubuntu-20.04", "ubuntu-22.04", "ubuntu-24.04" ]
-        python-version: ["3.10", "3.11", "3.12"]
+        os: [ "ubuntu-22.04", "ubuntu-24.04" ]
+        python-version: ["3.11", "3.12", "3.13"]
 
     steps:
     - uses: actions/checkout@v4
+      with:
+        persist-credentials: false
 
     - name: Set up Python
       uses: actions/setup-python@v5
@@ -36,8 +38,9 @@ jobs:
         python-version: ${{ matrix.python-version }}
 
     - name: Install uv
-      uses: astral-sh/setup-uv@v5
+      uses: astral-sh/setup-uv@e92bafb6253dcd438e0484186d7669ea7a8ca1cc # v6.4.3
       with:
+        activate-environment: true
         enable-cache: true
         python-version: ${{ matrix.python-version }}
         cache-dependency-glob: "requirements**.txt"
@@ -71,22 +74,23 @@ jobs:
         python build_helpers/freqtrade_client_version_align.py
 
     - name: Tests
-      if: (!(runner.os == 'Linux' && matrix.python-version == '3.12' && matrix.os == 'ubuntu-22.04'))
+      if: (!(runner.os == 'Linux' && matrix.python-version == '3.12' && matrix.os == 'ubuntu-24.04'))
       run: |
         pytest --random-order
 
     - name: Tests with Coveralls
-      if: (runner.os == 'Linux' && matrix.python-version == '3.12' && matrix.os == 'ubuntu-22.04')
+      if: (runner.os == 'Linux' && matrix.python-version == '3.12' && matrix.os == 'ubuntu-24.04')
       run: |
         pytest --random-order --cov=freqtrade --cov=freqtrade_client --cov-config=.coveragerc
 
     - name: Coveralls
-      if: (runner.os == 'Linux' && matrix.python-version == '3.12' && matrix.os == 'ubuntu-22.04')
+      if: (runner.os == 'Linux' && matrix.python-version == '3.12' && matrix.os == 'ubuntu-24.04')
       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
+        uv pip install coveralls
         coveralls || true
 
     - name: Run json schema extract
@@ -100,6 +104,8 @@ jobs:
         python build_helpers/create_command_partials.py
 
     - name: Check for repository changes
+      # TODO: python 3.13 slightly changed the output of argparse.
+      if: (matrix.python-version != '3.13')
       run: |
         if [ -n "$(git status --porcelain)" ]; then
           echo "Repository is dirty, changes detected:"
@@ -137,11 +143,12 @@ jobs:
         ruff format --check
 
     - name: Mypy
+      if: matrix.os == 'ubuntu-24.04'
       run: |
         mypy freqtrade scripts tests
 
     - name: Discord notification
-      uses: rjstone/discord-webhook-notify@v1
+      uses: rjstone/discord-webhook-notify@c2597273488aeda841dd1e891321952b51f7996f #v2.2.1
       if: failure() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false)
       with:
           severity: error
@@ -152,11 +159,13 @@ jobs:
     runs-on: ${{ matrix.os }}
     strategy:
       matrix:
-        os: [ "macos-13", "macos-14", "macos-15" ]
-        python-version: ["3.10", "3.11", "3.12"]
+        os: [ "macos-14", "macos-15" ]
+        python-version: ["3.11", "3.12", "3.13"]
 
     steps:
     - uses: actions/checkout@v4
+      with:
+        persist-credentials: false
 
     - name: Set up Python
       uses: actions/setup-python@v5
@@ -165,8 +174,9 @@ jobs:
         check-latest: true
 
     - name: Install uv
-      uses: astral-sh/setup-uv@v5
+      uses: astral-sh/setup-uv@e92bafb6253dcd438e0484186d7669ea7a8ca1cc # v6.4.3
       with:
+        activate-environment: true
         enable-cache: true
         python-version: ${{ matrix.python-version }}
         cache-dependency-glob: "requirements**.txt"
@@ -260,11 +270,12 @@ jobs:
         ruff format --check
 
     - name: Mypy
+      if: matrix.os == 'macos-15'
       run: |
         mypy freqtrade scripts
 
     - name: Discord notification
-      uses: rjstone/discord-webhook-notify@v1
+      uses: rjstone/discord-webhook-notify@c2597273488aeda841dd1e891321952b51f7996f #v2.2.1
       if: failure() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false)
       with:
           severity: info
@@ -277,10 +288,12 @@ jobs:
     strategy:
       matrix:
         os: [ windows-latest ]
-        python-version: ["3.10", "3.11", "3.12"]
+        python-version: ["3.11", "3.12", "3.13"]
 
     steps:
     - uses: actions/checkout@v4
+      with:
+        persist-credentials: false
 
     - name: Set up Python
       uses: actions/setup-python@v5
@@ -288,8 +301,9 @@ jobs:
         python-version: ${{ matrix.python-version }}
 
     - name: Install uv
-      uses: astral-sh/setup-uv@v5
+      uses: astral-sh/setup-uv@e92bafb6253dcd438e0484186d7669ea7a8ca1cc # v6.4.3
       with:
+        activate-environment: true
         enable-cache: true
         python-version: ${{ matrix.python-version }}
         cache-dependency-glob: "requirements**.txt"
@@ -355,7 +369,7 @@ jobs:
       shell: powershell
 
     - name: Discord notification
-      uses: rjstone/discord-webhook-notify@v1
+      uses: rjstone/discord-webhook-notify@c2597273488aeda841dd1e891321952b51f7996f #v2.2.1
       if: failure() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false)
       with:
           severity: error
@@ -366,6 +380,8 @@ jobs:
     runs-on: ubuntu-22.04
     steps:
     - uses: actions/checkout@v4
+      with:
+        persist-credentials: false
 
     - name: Set up Python
       uses: actions/setup-python@v5
@@ -381,16 +397,20 @@ jobs:
     runs-on: ubuntu-22.04
     steps:
     - uses: actions/checkout@v4
+      with:
+        persist-credentials: false
 
     - uses: actions/setup-python@v5
       with:
         python-version: "3.12"
-    - uses: pre-commit/action@v3.0.1
+    - uses: pre-commit/action@2c7b3805fd2a0fd8c1884dcaebf91fc102a13ecd # v3.0.1
 
   docs-check:
     runs-on: ubuntu-22.04
     steps:
     - uses: actions/checkout@v4
+      with:
+        persist-credentials: false
 
     - name: Documentation syntax
       run: |
@@ -407,7 +427,7 @@ jobs:
         mkdocs build
 
     - name: Discord notification
-      uses: rjstone/discord-webhook-notify@v1
+      uses: rjstone/discord-webhook-notify@c2597273488aeda841dd1e891321952b51f7996f #v2.2.1
       if: failure() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false)
       with:
           severity: error
@@ -417,9 +437,11 @@ jobs:
 
   build-linux-online:
     # Run pytest with "live" checks
-    runs-on: ubuntu-22.04
+    runs-on: ubuntu-24.04
     steps:
     - uses: actions/checkout@v4
+      with:
+        persist-credentials: false
 
     - name: Set up Python
       uses: actions/setup-python@v5
@@ -427,8 +449,9 @@ jobs:
         python-version: "3.12"
 
     - name: Install uv
-      uses: astral-sh/setup-uv@v5
+      uses: astral-sh/setup-uv@e92bafb6253dcd438e0484186d7669ea7a8ca1cc # v6.4.3
       with:
+        activate-environment: true
         enable-cache: true
         python-version: "3.12"
         cache-dependency-glob: "requirements**.txt"
@@ -485,14 +508,14 @@ jobs:
 
     - name: Check user permission
       id: check
-      uses: scherermichael-oss/action-has-permission@1.0.6
+      uses: scherermichael-oss/action-has-permission@136e061bfe093832d87f090dd768e14e27a740d3 # 1.0.6
       with:
         required-permission: write
       env:
         GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}
 
     - name: Discord notification
-      uses: rjstone/discord-webhook-notify@v1
+      uses: rjstone/discord-webhook-notify@c2597273488aeda841dd1e891321952b51f7996f #v2.2.1
       if: always() && steps.check.outputs.has-permission && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false)
       with:
           severity: info
@@ -506,6 +529,8 @@ jobs:
 
     steps:
     - uses: actions/checkout@v4
+      with:
+        persist-credentials: false
 
     - name: Set up Python
       uses: actions/setup-python@v5
@@ -551,6 +576,8 @@ jobs:
 
     steps:
     - uses: actions/checkout@v4
+      with:
+        persist-credentials: false
 
     - name: Download artifact  📦
       uses: actions/download-artifact@v4
@@ -560,7 +587,7 @@ jobs:
         merge-multiple: true
 
     - name: Publish to PyPI (Test)
-      uses: pypa/gh-action-pypi-publish@v1.12.4
+      uses: pypa/gh-action-pypi-publish@76f52bc884231f62b9a034ebfe128415bbaabdfc # v1.12.4
       with:
         repository-url: https://test.pypi.org/legacy/
 
@@ -578,6 +605,8 @@ jobs:
 
     steps:
     - uses: actions/checkout@v4
+      with:
+        persist-credentials: false
 
     - name: Download artifact  📦
       uses: actions/download-artifact@v4
@@ -587,97 +616,18 @@ jobs:
         merge-multiple: true
 
     - name: Publish to PyPI
-      uses: pypa/gh-action-pypi-publish@v1.12.4
+      uses: pypa/gh-action-pypi-publish@76f52bc884231f62b9a034ebfe128415bbaabdfc # v1.12.4
 
 
-  deploy-docker:
+  docker-build:
+    name: "Docker Build and Deploy"
     needs: [ build-linux, build-macos, build-windows, docs-check, mypy-version-check, pre-commit ]
-    runs-on: ubuntu-22.04
-
     if: (github.event_name == 'push' || github.event_name == 'schedule' || github.event_name == 'release') && github.repository == 'freqtrade/freqtrade'
-
-    steps:
-    - uses: actions/checkout@v4
-
-    - name: Set up Python
-      uses: actions/setup-python@v5
-      with:
-        python-version: "3.12"
-
-    - name: Extract branch name
-      id: extract-branch
-      run: |
-        echo "GITHUB_REF='${GITHUB_REF}'"
-        echo "branch=${GITHUB_REF##*/}" >> "$GITHUB_OUTPUT"
-
-    - 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
-
-    # We need docker experimental to pull the ARM image.
-    - name: Switch docker to experimental
-      run: |
-          docker version -f '{{.Server.Experimental}}'
-          echo $'{\n    "experimental": true\n}' | sudo tee /etc/docker/daemon.json
-          sudo systemctl restart docker
-          docker version -f '{{.Server.Experimental}}'
-
-    - name: Set up QEMU
-      uses: docker/setup-qemu-action@v3
-
-    - name: Set up Docker Buildx
-      id: buildx
-      uses: docker/setup-buildx-action@v3
-
-    - name: Available platforms
-      run: echo ${{ steps.buildx.outputs.platforms }}
-
-    - name: Build and test and push docker images
-      env:
-        BRANCH_NAME: ${{ steps.extract-branch.outputs.branch }}
-      run: |
-        build_helpers/publish_docker_multi.sh
-
-  deploy-arm:
-    name: "Deploy Docker"
+    uses: ./.github/workflows/docker-build.yml
     permissions:
       packages: write
-    needs: [ deploy-docker ]
-    # Only run on 64bit machines
-    runs-on: [self-hosted, linux, ARM64]
-    if: (github.event_name == 'push' || github.event_name == 'schedule' || github.event_name == 'release') && github.repository == 'freqtrade/freqtrade'
-
-    steps:
-    - uses: actions/checkout@v4
-
-    - name: Extract branch name
-      id: extract-branch
-      run: |
-        echo "GITHUB_REF='${GITHUB_REF}'"
-        echo "branch=${GITHUB_REF##*/}" >> "$GITHUB_OUTPUT"
-
-    - 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:
-        BRANCH_NAME: ${{ steps.extract-branch.outputs.branch }}
-        GHCR_USERNAME: ${{ github.actor }}
-        GHCR_TOKEN: ${{ secrets.GITHUB_TOKEN }}
-      run: |
-        build_helpers/publish_docker_arm64.sh
-
-    - name: Discord notification
-      uses: rjstone/discord-webhook-notify@v1
-      if: always() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false) && (github.event_name != 'schedule')
-      with:
-          severity: info
-          details: Deploy Succeeded!
-          webhookUrl: ${{ secrets.DISCORD_WEBHOOK }}
+      contents: read
+    secrets:
+      DOCKER_PASSWORD: ${{ secrets.DOCKER_PASSWORD }}
+      DOCKER_USERNAME: ${{ secrets.DOCKER_USERNAME }}
+      DISCORD_WEBHOOK: ${{ secrets.DISCORD_WEBHOOK }}

.github/workflows/deploy-docs.yml

@@ -20,6 +20,8 @@ jobs:
     runs-on: ubuntu-latest
     steps:
       - uses: actions/checkout@v4
+        with:
+          persist-credentials: true
 
       - name: Set up Python
         uses: actions/setup-python@v5
@@ -43,12 +45,16 @@ jobs:
       - name: Build and push Mike
         if: ${{ github.event_name == 'push' }}
         run: |
-          mike deploy ${{ github.ref_name }} latest --push --update-aliases
+          mike deploy ${REF_NAME} latest --push --update-aliases
+        env:
+          REF_NAME: ${{ github.ref_name }}
 
       - name: Build and push Mike - Release
         if: ${{ github.event_name == 'release' }}
         run: |
-          mike deploy ${{ github.ref_name }} stable --push --update-aliases
+          mike deploy ${REF_NAME} stable --push --update-aliases
+        env:
+          REF_NAME: ${{ github.ref_name }}
 
       - name: Show mike versions
         run: |

.github/workflows/devcontainer-build.yml

@@ -17,29 +17,26 @@ concurrency:
   group: "${{ github.workflow }}"
   cancel-in-progress: true
 
-permissions:
-  packages: write
 
 jobs:
   build-and-push:
+    permissions:
+      packages: write
     runs-on: ubuntu-latest
     steps:
-    -
-      name: Checkout
-      id: checkout
-      uses: actions/checkout@v4
-    -
-        name: Login to GitHub Container Registry
-        uses: docker/login-action@v3
-        with:
-          registry: ghcr.io
-          username: ${{ github.actor }}
-          password: ${{ secrets.GITHUB_TOKEN }}
-    -
-        name: Pre-build dev container image
-        uses: devcontainers/ci@v0.3
-        with:
-          subFolder: .github
-          imageName: ghcr.io/${{ github.repository }}-devcontainer
-          cacheFrom: ghcr.io/${{ github.repository }}-devcontainer
-          push: always
+    - uses: actions/checkout@v4
+      with:
+        persist-credentials: false
+    - name: Login to GitHub Container Registry
+      uses: docker/login-action@74a5d142397b4f367a81961eba4e8cd7edddf772 # v3.4.0
+      with:
+        registry: ghcr.io
+        username: ${{ github.actor }}
+        password: ${{ secrets.GITHUB_TOKEN }}
+    - name: Pre-build dev container image
+      uses: devcontainers/ci@8bf61b26e9c3a98f69cb6ce2f88d24ff59b785c6 # v0.3.19
+      with:
+        subFolder: .github
+        imageName: ghcr.io/${{ github.repository }}-devcontainer
+        cacheFrom: ghcr.io/${{ github.repository }}-devcontainer
+        push: always

.github/workflows/docker-build.yml

@@ -0,0 +1,124 @@
+name: Docker Build and Deploy
+
+on:
+  workflow_call:
+    secrets:
+      DOCKER_PASSWORD:
+        required: true
+      DOCKER_USERNAME:
+        required: true
+      DISCORD_WEBHOOK:
+        required: false
+  workflow_dispatch:
+    inputs:
+      branch_name:
+        description: 'Branch name to build Docker images for'
+        required: false
+        default: 'develop'
+        type: string
+
+permissions:
+  contents: read
+
+jobs:
+  deploy-docker:
+    runs-on: ubuntu-22.04
+    if: github.repository == 'freqtrade/freqtrade'
+
+    steps:
+    - uses: actions/checkout@v4
+      with:
+        persist-credentials: false
+
+    - name: Set up Python
+      uses: actions/setup-python@v5
+      with:
+        python-version: "3.12"
+
+    - name: Extract branch name
+      id: extract-branch
+      env:
+        BRANCH_NAME_INPUT: ${{ github.event.inputs.branch_name }}
+      run: |
+        if [ "${{ github.event_name }}" = "workflow_dispatch" ]; then
+          BRANCH_NAME="${BRANCH_NAME_INPUT}"
+        else
+          BRANCH_NAME="${GITHUB_REF##*/}"
+        fi
+        echo "GITHUB_REF='${GITHUB_REF}'"
+        echo "branch=${BRANCH_NAME}" >> "$GITHUB_OUTPUT"
+
+    - 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: Set up QEMU
+      uses: docker/setup-qemu-action@29109295f81e9208d7d86ff1c6c12d2833863392 # v3.6.0
+
+    - name: Set up Docker Buildx
+      id: buildx
+      uses: docker/setup-buildx-action@e468171a9de216ec08956ac3ada2f0791b6bd435 #v3.11.1
+
+    - name: Available platforms
+      run: echo ${PLATFORMS}
+      env:
+        PLATFORMS: ${{ steps.buildx.outputs.platforms }}
+
+    - name: Build and test and push docker images
+      env:
+        BRANCH_NAME: ${{ steps.extract-branch.outputs.branch }}
+      run: |
+        build_helpers/publish_docker_multi.sh
+
+  deploy-arm:
+    name: "Deploy Docker"
+    permissions:
+      packages: write
+    needs: [ deploy-docker ]
+    # Only run on 64bit machines
+    runs-on: [self-hosted, linux, ARM64]
+    if: github.repository == 'freqtrade/freqtrade'
+
+    steps:
+    - uses: actions/checkout@v4
+      with:
+        persist-credentials: false
+
+    - name: Extract branch name
+      id: extract-branch
+      env:
+        BRANCH_NAME_INPUT: ${{ github.event.inputs.branch_name }}
+      run: |
+        if [ "${{ github.event_name }}" = "workflow_dispatch" ]; then
+          BRANCH_NAME="${BRANCH_NAME_INPUT}"
+        else
+          BRANCH_NAME="${GITHUB_REF##*/}"
+        fi
+        echo "GITHUB_REF='${GITHUB_REF}'"
+        echo "branch=${BRANCH_NAME}" >> "$GITHUB_OUTPUT"
+
+    - 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:
+        BRANCH_NAME: ${{ steps.extract-branch.outputs.branch }}
+        GHCR_USERNAME: ${{ github.actor }}
+        GHCR_TOKEN: ${{ secrets.GITHUB_TOKEN }}
+      run: |
+        build_helpers/publish_docker_arm64.sh
+
+    - name: Discord notification
+      uses: rjstone/discord-webhook-notify@c2597273488aeda841dd1e891321952b51f7996f #v2.2.1
+      if: always() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false) && (github.event_name != 'schedule')
+      with:
+          severity: info
+          details: Deploy Succeeded!
+          webhookUrl: ${{ secrets.DISCORD_WEBHOOK }}

.github/workflows/docker-update-readme.yml

@@ -4,14 +4,19 @@ on:
     branches:
     - stable
 
+# disable permissions for all of the available permissions
+permissions: {}
+
 jobs:
   dockerHubDescription:
     runs-on: ubuntu-latest
     steps:
     - uses: actions/checkout@v4
+      with:
+        persist-credentials: false
 
     - name: Docker Hub Description
-      uses: peter-evans/dockerhub-description@v4
+      uses: peter-evans/dockerhub-description@432a30c9e07499fd01da9f8a49f0faf9e0ca5b77 # v4.0.2
       with:
         username: ${{ secrets.DOCKER_USERNAME }}
         password: ${{ secrets.DOCKER_PASSWORD }}

.github/workflows/pre-commit-update.yml

@@ -14,6 +14,8 @@ jobs:
     runs-on: ubuntu-latest
     steps:
     - uses: actions/checkout@v4
+      with:
+        persist-credentials: false
 
     - uses: actions/setup-python@v5
       with:
@@ -26,7 +28,7 @@ jobs:
     - name: Run auto-update
       run: pre-commit autoupdate
 
-    - uses: peter-evans/create-pull-request@v7
+    - uses: peter-evans/create-pull-request@271a8d0340265f705b14b6d32b9829c1cb33d45e # v7.0.8
       with:
         token: ${{ secrets.REPO_SCOPED_TOKEN }}
         add-paths: .pre-commit-config.yaml
@@ -36,6 +38,7 @@ jobs:
         branch: update/pre-commit-hooks
         title: Update pre-commit hooks
         commit-message: "chore: update pre-commit hooks"
-        committer: Freqtrade Bot <noreply@github.com>
+        committer: Freqtrade Bot <154552126+freqtrade-bot@users.noreply.github.com>
+        author: Freqtrade Bot <154552126+freqtrade-bot@users.noreply.github.com>
         body: Update versions of pre-commit hooks to latest version.
         delete-branch: true

.github/workflows/zizmor.yml

@@ -0,0 +1,29 @@
+name: GitHub Actions Security Analysis with zizmor 🌈
+
+on:
+  push:
+    branches:
+      - develop
+      - stable
+  pull_request:
+    branches:
+      - develop
+      - stable
+
+permissions: {}
+
+jobs:
+  zizmor:
+    runs-on: ubuntu-latest
+    permissions:
+      security-events: write
+      # contents: read # only needed for private repos
+      # actions: read # only needed for private repos
+    steps:
+      - name: Checkout repository
+        uses: actions/checkout@11bd71901bbe5b1630ceea73d27597364c9af683 # v4.2.2
+        with:
+          persist-credentials: false
+
+      - name: Run zizmor 🌈
+        uses: zizmorcore/zizmor-action@f52a838cfabf134edcbaa7c8b3677dde20045018 # v0.1.1

.pre-commit-config.yaml

@@ -1,29 +1,42 @@
 # See https://pre-commit.com for more information
 # See https://pre-commit.com/hooks.html for more hooks
 repos:
+
+  - repo: local
+    # Keep json schema in sync with the config schema
+    # This will write the files - and fail pre-commit if a file has been changed.
+    hooks:
+      - id: Extract config json schema
+        name: extract-config-json-schema
+        entry: "python build_helpers/extract_config_json_schema.py"
+        language: python
+        pass_filenames: false
+        additional_dependencies: ["python-rapidjson", "jsonschema"]
+
   - repo: https://github.com/pycqa/flake8
-    rev: "7.1.1"
+    rev: "7.3.0"
     hooks:
       - id: flake8
         additional_dependencies: [Flake8-pyproject]
         # stages: [push]
 
   - repo: https://github.com/pre-commit/mirrors-mypy
-    rev: "v1.14.1"
+    rev: "v1.17.0"
     hooks:
       - id: mypy
         exclude: build_helpers
         additional_dependencies:
-          - types-cachetools==5.5.0.20240820
+          - types-cachetools==6.1.0.20250717
           - types-filelock==3.2.7
-          - types-requests==2.32.0.20241016
+          - types-requests==2.32.4.20250611
           - types-tabulate==0.9.0.20241207
-          - types-python-dateutil==2.9.0.20241206
-          - SQLAlchemy==2.0.37
+          - types-python-dateutil==2.9.0.20250708
+          - scipy-stubs==1.16.0.2
+          - SQLAlchemy==2.0.41
         # stages: [push]
 
   - repo: https://github.com/pycqa/isort
-    rev: "6.0.0"
+    rev: "6.0.1"
     hooks:
       - id: isort
         name: isort (python)
@@ -31,7 +44,7 @@ repos:
 
   - repo: https://github.com/charliermarsh/ruff-pre-commit
     # Ruff version.
-    rev: 'v0.9.3'
+    rev: 'v0.12.5'
     hooks:
       - id: ruff
       - id: ruff-format
@@ -57,13 +70,19 @@ repos:
             )$
 
   - repo: https://github.com/stefmolin/exif-stripper
-    rev: 0.6.1
+    rev: 1.1.0
     hooks:
       - id: strip-exif
 
   - repo: https://github.com/codespell-project/codespell
-    rev: v2.4.0
+    rev: v2.4.1
     hooks:
     - id: codespell
       additional_dependencies:
         - tomli
+
+  # Ensure github actions remain safe
+  - repo: https://github.com/woodruffw/zizmor-pre-commit
+    rev: v1.11.0
+    hooks:
+    - id: zizmor

Dockerfile

@@ -1,10 +1,10 @@
-FROM python:3.12.7-slim-bookworm as base
+FROM python:3.13.5-slim-bookworm AS base
 
 # Setup env
-ENV LANG C.UTF-8
-ENV LC_ALL C.UTF-8
-ENV PYTHONDONTWRITEBYTECODE 1
-ENV PYTHONFAULTHANDLER 1
+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"
 
@@ -21,7 +21,7 @@ RUN mkdir /freqtrade \
 WORKDIR /freqtrade
 
 # Install dependencies
-FROM base as python-deps
+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 \
@@ -30,18 +30,18 @@ RUN  apt-get update \
 # 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
+ENV LD_LIBRARY_PATH=/usr/local/lib
 
 # Install dependencies
 COPY --chown=ftuser:ftuser requirements.txt requirements-hyperopt.txt /freqtrade/
 USER ftuser
-RUN  pip install --user --no-cache-dir "numpy<2.0" \
+RUN  pip install --user --no-cache-dir "numpy<3.0" \
   && pip install --user --no-cache-dir -r requirements-hyperopt.txt
 
 # Copy dependencies to runtime-image
-FROM base as runtime-image
+FROM base AS runtime-image
 COPY --from=python-deps /usr/local/lib /usr/local/lib
-ENV LD_LIBRARY_PATH /usr/local/lib
+ENV LD_LIBRARY_PATH=/usr/local/lib
 
 COPY --from=python-deps --chown=ftuser:ftuser /home/ftuser/.local /home/ftuser/.local
 

README.md

@@ -1,6 +1,6 @@
 # ![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/)
+[![Freqtrade CI](https://github.com/freqtrade/freqtrade/actions/workflows/ci.yml/badge.svg?branch=develop)](https://github.com/freqtrade/freqtrade/actions/)
 [![DOI](https://joss.theoj.org/papers/10.21105/joss.04864/status.svg)](https://doi.org/10.21105/joss.04864)
 [![Coverage Status](https://coveralls.io/repos/github/freqtrade/freqtrade/badge.svg?branch=develop&service=github)](https://coveralls.io/github/freqtrade/freqtrade?branch=develop)
 [![Documentation](https://readthedocs.org/projects/freqtrade/badge/)](https://www.freqtrade.io)
@@ -64,13 +64,12 @@ Please find the complete documentation on the [freqtrade website](https://www.fr
 
 ## Features
 
-- [x] **Based on Python 3.10+**: For botting on any operating system - Windows, macOS and Linux.
+- [x] **Based on Python 3.11+**: For botting on any operating system - Windows, macOS and Linux.
 - [x] **Persistence**: Persistence is achieved through sqlite.
 - [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] **Adaptive prediction modeling**: Build a smart strategy with FreqAI that self-trains to the market via adaptive machine learning methods. [Learn more](https://www.freqtrade.io/en/stable/freqai/)
-- [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] **Builtin WebUI**: Builtin web UI to manage your bot.
@@ -112,7 +111,6 @@ positional arguments:
     backtesting-show    Show past Backtest results
     backtesting-analysis
                         Backtest Analysis module.
-    edge                Edge module.
     hyperopt            Hyperopt module.
     hyperopt-list       List Hyperopt results
     hyperopt-show       Show details of Hyperopt results
@@ -148,6 +146,8 @@ Telegram is not mandatory. However, this is a great way to control your bot. Mor
 - `/stopentry`: Stop entering new 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.
+- `/profit_long [<n>]`: Lists cumulative profit from all finished long trades, over the last n days.
+- `/profit_short [<n>]`: Lists cumulative profit from all finished short trades, over the last n days.
 - `/forceexit <trade_id>|all`: Instantly exits the given trade (Ignoring `minimum_roi`).
 - `/fx <trade_id>|all`: Alias to `/forceexit`
 - `/performance`: Show performance of each finished trade grouped by pair
@@ -156,6 +156,7 @@ Telegram is not mandatory. However, this is a great way to control your bot. Mor
 - `/help`: Show help message.
 - `/version`: Show version.
 
+
 ## Development branches
 
 The project is currently setup in two main branches:
@@ -221,7 +222,7 @@ To run this bot we recommend you a cloud instance with a minimum of:
 
 ### Software requirements
 
-- [Python >= 3.10](http://docs.python-guide.org/en/latest/starting/installation/)
+- [Python >= 3.11](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://ta-lib.github.io/ta-lib-python/)

build_helpers/binance_update_lev_tiers.py

@@ -12,7 +12,12 @@ secret = os.environ.get("FREQTRADE__EXCHANGE__SECRET")
 proxy = os.environ.get("CI_WEB_PROXY")
 
 exchange = ccxt.binance(
-    {"apiKey": key, "secret": secret, "httpsProxy": proxy, "options": {"defaultType": "swap"}}
+    {
+        "apiKey": key,
+        "secret": secret,
+        "httpsProxy": proxy,
+        "options": {"defaultType": "swap"},
+    }
 )
 _ = exchange.load_markets()
 

build_helpers/create_command_partials.py

@@ -1,4 +1,4 @@
-import subprocess
+import subprocess  # noqa: S404, RUF100
 from pathlib import Path
 
 

build_helpers/extract_config_json_schema.py

@@ -4,10 +4,23 @@ from pathlib import Path
 
 import rapidjson
 
-from freqtrade.configuration.config_schema import CONF_SCHEMA
-
 
 def extract_config_json_schema():
+    try:
+        # Try to import from the installed package
+        from freqtrade.config_schema import CONF_SCHEMA
+    except ImportError:
+        # If freqtrade is not installed, add the parent directory to sys.path
+        # to import directly from the source
+        import sys
+
+        script_dir = Path(__file__).parent
+        freqtrade_dir = script_dir.parent
+        sys.path.insert(0, str(freqtrade_dir))
+
+        # Now try to import from the source
+        from freqtrade.config_schema import CONF_SCHEMA
+
     schema_filename = Path(__file__).parent / "schema.json"
     with schema_filename.open("w") as f:
         rapidjson.dump(CONF_SCHEMA, f, indent=2)

build_helpers/install_windows.ps1

@@ -3,8 +3,8 @@
 python -m pip install --upgrade pip
 python -c "import sys; print(f'{sys.version_info.major}.{sys.version_info.minor}')"
 
-pip install -U wheel "numpy<2"
-pip install --only-binary ta-lib --find-links=build_helpers\ ta-lib
+pip install -U wheel "numpy<3.0"
+pip install --only-binary ta-lib --find-links=build_helpers\ "ta-lib<0.6.0"
 
 pip install -r requirements-dev.txt
 pip install -e .

build_helpers/pre_commit_update.py

@@ -16,10 +16,12 @@ with require_dev.open("r") as rfile:
 with require.open("r") as rfile:
     requirements.extend(rfile.readlines())
 
-# Extract types only
-type_reqs = [
-    r.strip("\n") for r in requirements if r.startswith("types-") or r.startswith("SQLAlchemy")
-]
+# Extract relevant types only
+supported = ("types-", "SQLAlchemy", "scipy-stubs")
+
+# Find relevant dependencies
+# Only keep the first part of the line up to the first space
+type_reqs = [r.strip("\n").split()[0] for r in requirements if r.startswith(supported)]
 
 with pre_commit_file.open("r") as file:
     f = yaml.load(file, Loader=yaml.SafeLoader)

build_helpers/schema.json

@@ -257,7 +257,8 @@
         "enum": [
           "day",
           "week",
-          "month"
+          "month",
+          "year"
         ]
       }
     },
@@ -537,9 +538,9 @@
       "description": "Exchange configuration.",
       "$ref": "#/definitions/exchange"
     },
-    "edge": {
-      "description": "Edge configuration.",
-      "$ref": "#/definitions/edge"
+    "log_config": {
+      "description": "Logging configuration.",
+      "$ref": "#/definitions/logging"
     },
     "freqai": {
       "description": "FreqAI configuration.",
@@ -605,13 +606,21 @@
           "type": "string"
         },
         "chat_id": {
-          "description": "Telegram chat or group ID",
+          "description": "Telegram chat or group ID. Recommended to be set via environment variable FREQTRADE__TELEGRAM__CHAT_ID",
           "type": "string"
         },
         "topic_id": {
-          "description": "Telegram topic ID - only applicable for group chats",
+          "description": "Telegram topic ID - only applicable for group chats. Recommended to be set via environment variable FREQTRADE__TELEGRAM__TOPIC_ID",
           "type": "string"
         },
+        "authorized_users": {
+          "description": "Authorized users for the bot.",
+          "type": "array",
+          "items": {
+            "type": "string"
+          },
+          "uniqueItems": true
+        },
         "allow_custom_messages": {
           "description": "Allow sending custom messages from the Strategy.",
           "type": "boolean",
@@ -760,9 +769,11 @@
       "type": "object",
       "properties": {
         "enabled": {
+          "description": "Enable webhook notifications.",
           "type": "boolean"
         },
         "url": {
+          "description": "Webhook URL. Recommended to be set via environment variable FREQTRADE__WEBHOOK__URL",
           "type": "string"
         },
         "format": {
@@ -840,6 +851,7 @@
           "type": "boolean"
         },
         "webhook_url": {
+          "description": "Discord webhook URL. Recommended to be set via environment variable FREQTRADE__DISCORD__WEBHOOK_URL",
           "type": "string"
         },
         "exit_fill": {
@@ -1019,6 +1031,7 @@
       "type": "string",
       "enum": [
         "running",
+        "paused",
         "stopped"
       ]
     },
@@ -1154,28 +1167,35 @@
           "description": "Name of the exchange.",
           "type": "string"
         },
-        "enable_ws": {
-          "description": "Enable WebSocket connections to the exchange.",
-          "type": "boolean",
-          "default": true
-        },
         "key": {
-          "description": "API key for the exchange.",
+          "description": "API key for the exchange. Recommended to be set via environment variable FREQTRADE__EXCHANGE__KEY",
           "type": "string",
           "default": ""
         },
         "secret": {
-          "description": "API secret for the exchange.",
+          "description": "API secret for the exchange. Recommended to be set via environment variable FREQTRADE__EXCHANGE__SECRET",
           "type": "string",
           "default": ""
         },
         "password": {
-          "description": "Password for the exchange, if required.",
+          "description": "Password for the exchange, if required. Recommended to be set via environment variable FREQTRADE__EXCHANGE__PASSWORD",
           "type": "string",
           "default": ""
         },
         "uid": {
-          "description": "User ID for the exchange, if required.",
+          "description": "User ID for the exchange, if required. Recommended to be set via environment variable FREQTRADE__EXCHANGE__UID",
+          "type": "string"
+        },
+        "account_id": {
+          "description": "Account ID for the exchange, if required. Recommended to be set via environment variable FREQTRADE__EXCHANGE__ACCOUNT_ID",
+          "type": "string"
+        },
+        "wallet_address": {
+          "description": "Wallet address for the exchange, if required. Usually used by DEX exchanges. Recommended to be set via environment variable FREQTRADE__EXCHANGE__WALLET_ADDRESS",
+          "type": "string"
+        },
+        "private_key": {
+          "description": "Private key for the exchange, if required. Usually used by DEX exchanges. Recommended to be set via environment variable FREQTRADE__EXCHANGE__PRIVATE_KEY",
           "type": "string"
         },
         "pair_whitelist": {
@@ -1199,6 +1219,11 @@
           "type": "boolean",
           "default": false
         },
+        "enable_ws": {
+          "description": "Enable WebSocket connections to the exchange.",
+          "type": "boolean",
+          "default": true
+        },
         "unknown_fee_rate": {
           "description": "Fee rate for unknown markets.",
           "type": "number"
@@ -1218,7 +1243,11 @@
           "type": "object"
         },
         "ccxt_async_config": {
-          "description": "CCXT asynchronous configuration settings.",
+          "description": "CCXT asynchronous configuration settings.Usually ccxt_config should be used instead.",
+          "type": "object"
+        },
+        "ccxt_sync_config": {
+          "description": "CCXT synchronous configuration settings. Usually ccxt_config should be used instead.",
           "type": "object"
         }
       },
@@ -1226,50 +1255,28 @@
         "name"
       ]
     },
-    "edge": {
+    "logging": {
       "type": "object",
       "properties": {
-        "enabled": {
-          "type": "boolean"
+        "version": {
+          "type": "number",
+          "const": 1
         },
-        "process_throttle_secs": {
-          "type": "integer",
-          "minimum": 600
+        "formatters": {
+          "type": "object"
         },
-        "calculate_since_number_of_days": {
-          "type": "integer"
+        "handlers": {
+          "type": "object"
         },
-        "allowed_risk": {
-          "type": "number"
-        },
-        "stoploss_range_min": {
-          "type": "number"
-        },
-        "stoploss_range_max": {
-          "type": "number"
-        },
-        "stoploss_range_step": {
-          "type": "number"
-        },
-        "minimum_winrate": {
-          "type": "number"
-        },
-        "minimum_expectancy": {
-          "type": "number"
-        },
-        "min_trade_number": {
-          "type": "number"
-        },
-        "max_trade_duration_minute": {
-          "type": "integer"
-        },
-        "remove_pumps": {
-          "type": "boolean"
+        "root": {
+          "type": "object"
         }
       },
       "required": [
-        "process_throttle_secs",
-        "allowed_risk"
+        "version",
+        "formatters",
+        "handlers",
+        "root"
       ]
     },
     "external_message_consumer": {
@@ -1366,10 +1373,10 @@
           "type": "boolean",
           "default": false
         },
-        "keras": {
-          "description": "Use Keras for model training.",
-          "type": "boolean",
-          "default": false
+        "identifier": {
+          "description": "A unique ID for the current model. Must be changed when modifying features.",
+          "type": "string",
+          "default": "example"
         },
         "write_metrics_to_disk": {
           "description": "Write metrics to disk?",
@@ -1399,16 +1406,49 @@
           "type": "number",
           "default": 7
         },
-        "identifier": {
-          "description": "A unique ID for the current model. Must be changed when modifying features.",
-          "type": "string",
-          "default": "example"
+        "live_retrain_hours": {
+          "description": "Frequency of retraining during dry/live runs.",
+          "type": "number",
+          "default": 0
+        },
+        "expiration_hours": {
+          "description": "Avoid making predictions if a model is more than `expiration_hours` old. Defaults to 0 (no expiration).",
+          "type": "number",
+          "default": 0
+        },
+        "save_backtest_models": {
+          "description": "Save models to disk when running backtesting.",
+          "type": "boolean",
+          "default": false
+        },
+        "fit_live_predictions_candles": {
+          "description": "Number of historical candles to use for computing target (label) statistics from prediction data, instead of from the training dataset.",
+          "type": "integer"
+        },
+        "data_kitchen_thread_count": {
+          "description": "Designate the number of threads you want to use for data processing (outlier methods, normalization, etc.).",
+          "type": "integer"
+        },
+        "activate_tensorboard": {
+          "description": "Indicate whether or not to activate tensorboard",
+          "type": "boolean",
+          "default": true
         },
         "wait_for_training_iteration_on_reload": {
           "description": "Wait for the next training iteration to complete after /reload or ctrl+c.",
           "type": "boolean",
           "default": true
         },
+        "continual_learning": {
+          "description": "Use the final state of the most recently trained model as starting point for the new model, allowing for incremental learning.",
+          "type": "boolean",
+          "default": false
+        },
+        "keras": {
+          "description": "Use Keras for model training.",
+          "type": "boolean",
+          "default": false
+        },
         "feature_parameters": {
           "description": "The parameters used to engineer the feature set",
           "type": "object",
@@ -1445,6 +1485,14 @@
               "type": "boolean",
               "default": false
             },
+            "indicator_periods_candles": {
+              "description": "Time periods to calculate indicators for. The indicators are added to the base indicator dataset.",
+              "type": "array",
+              "items": {
+                "type": "number",
+                "minimum": 1
+              }
+            },
             "use_SVM_to_remove_outliers": {
               "description": "Use SVM to remove outliers from the features.",
               "type": "boolean",

config_examples/config_binance.example.json

@@ -2,7 +2,7 @@
     "$schema": "https://schema.freqtrade.io/schema.json",
     "max_open_trades": 3,
     "stake_currency": "USDT",
-    "stake_amount": 0.05,
+    "stake_amount": 30,
     "tradable_balance_ratio": 0.99,
     "fiat_display_currency": "USD",
     "timeframe": "5m",

config_examples/config_full.example.json

@@ -121,20 +121,6 @@
         "outdated_offset": 5,
         "markets_refresh_interval": 60
     },
-    "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",

docker/Dockerfile.armhf

@@ -1,10 +1,10 @@
-FROM python:3.11.10-slim-bookworm as base
+FROM python:3.11.13-slim-bookworm AS base
 
 # Setup env
-ENV LANG C.UTF-8
-ENV LC_ALL C.UTF-8
-ENV PYTHONDONTWRITEBYTECODE 1
-ENV PYTHONFAULTHANDLER 1
+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"
 
@@ -22,7 +22,7 @@ RUN mkdir /freqtrade \
 WORKDIR /freqtrade
 
 # Install dependencies
-FROM base as python-deps
+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 \
@@ -34,14 +34,14 @@ COPY build_helpers/* /tmp/
 # Install dependencies
 COPY --chown=ftuser:ftuser requirements.txt /freqtrade/
 USER ftuser
-RUN  pip install --user --no-cache-dir numpy \
+RUN  pip install --user --no-cache-dir "numpy<3.0" \
   && pip install --user --no-index --find-links /tmp/ pyarrow TA-Lib \
   && pip install --user --no-cache-dir -r requirements.txt
 
 # Copy dependencies to runtime-image
-FROM base as runtime-image
+FROM base AS runtime-image
 COPY --from=python-deps /usr/local/lib /usr/local/lib
-ENV LD_LIBRARY_PATH /usr/local/lib
+ENV LD_LIBRARY_PATH=/usr/local/lib
 
 COPY --from=python-deps --chown=ftuser:ftuser /home/ftuser/.local /home/ftuser/.local
 

docs/advanced-hyperopt.md

@@ -161,56 +161,53 @@ class MyAwesomeStrategy(IStrategy):
 
 ### Overriding Base estimator
 
-You can define your own estimator for Hyperopt by implementing `generate_estimator()` in the Hyperopt subclass.
+You can define your own optuna sampler for Hyperopt by implementing `generate_estimator()` in the Hyperopt subclass.
 
 ```python
 class MyAwesomeStrategy(IStrategy):
     class HyperOpt:
         def generate_estimator(dimensions: List['Dimension'], **kwargs):
-            return "RF"
+            return "NSGAIIISampler"
 
 ```
 
-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]`".
+Possible values are either one of "NSGAIISampler", "TPESampler", "GPSampler", "CmaEsSampler", "NSGAIIISampler", "QMCSampler" (Details can be found in the [optuna-samplers documentation](https://optuna.readthedocs.io/en/stable/reference/samplers/index.html)), or "an instance of a class that inherits from `optuna.samplers.BaseSampler`".
 
-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(dimensions: List['Dimension'], **kwargs):
-            from skopt.learning import ExtraTreesRegressor
-            # Corresponds to "ET" - but allows additional parameters.
-            return ExtraTreesRegressor(n_estimators=100)
-
-```
-
-The `dimensions` parameter is the list of `skopt.space.Dimension` objects corresponding to the parameters to be optimized. It can be used to create isotropic kernels for the `skopt.learning.GaussianProcessRegressor` estimator. Here's an example:
-
-```python
-class MyAwesomeStrategy(IStrategy):
-    class HyperOpt:
-        def generate_estimator(dimensions: List['Dimension'], **kwargs):
-            from skopt.utils import cook_estimator
-            from skopt.learning.gaussian_process.kernels import (Matern, ConstantKernel)
-            kernel_bounds = (0.0001, 10000)
-            kernel = (
-                ConstantKernel(1.0, kernel_bounds) * 
-                Matern(length_scale=np.ones(len(dimensions)), length_scale_bounds=[kernel_bounds for d in dimensions], nu=2.5)
-            )
-            kernel += (
-                ConstantKernel(1.0, kernel_bounds) * 
-                Matern(length_scale=np.ones(len(dimensions)), length_scale_bounds=[kernel_bounds for d in dimensions], nu=1.5)
-            )
-
-            return cook_estimator("GP", space=dimensions, kernel=kernel, n_restarts_optimizer=2)
-```
+Some research will be necessary to find additional Samplers (from optunahub) for example.
 
 !!! 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.
+    If you're unsure about this, best use one of the Defaults (`"NSGAIIISampler"` has proven to be the most versatile) without further parameters.
+
+??? Example "Using `AutoSampler` from Optunahub"
+
+    [AutoSampler docs](https://hub.optuna.org/samplers/auto_sampler/)
+    
+    Install the necessary dependencies 
+    ``` bash
+    pip install optunahub cmaes torch scipy
+    ```
+    Implement `generate_estimator()`  in your strategy
+
+    ``` python
+    # ...
+    from freqtrade.strategy.interface import IStrategy
+    from typing import List
+    import optunahub
+    # ... 
+
+    class my_strategy(IStrategy):
+        class HyperOpt:
+            def generate_estimator(dimensions: List["Dimension"], **kwargs):
+                if "random_state" in kwargs.keys():
+                    return optunahub.load_module("samplers/auto_sampler").AutoSampler(seed=kwargs["random_state"])
+                else:
+                    return optunahub.load_module("samplers/auto_sampler").AutoSampler()
+
+    ```
+
+    Obviously the same approach will work for all other Samplers optuna supports.
+
 
 ## Space options
 

docs/advanced-setup.md

@@ -177,7 +177,7 @@ sudo loginctl enable-linger "$USER"
 If you run the bot as a service, you can use systemd service manager as a software watchdog monitoring freqtrade bot 
 state and restarting it in the case of failures. If the `internals.sd_notify` parameter is set to true in the 
 configuration or the `--sd-notify` command line option is used, the bot will send keep-alive ping messages to systemd 
-using the sd_notify (systemd notifications) protocol and will also tell systemd its current state (Running or Stopped) 
+using the sd_notify (systemd notifications) protocol and will also tell systemd its current state (Running, Paused or Stopped) 
 when it changes. 
 
 The `freqtrade.service.watchdog` file contains an example of the service unit configuration file which uses systemd 
@@ -188,30 +188,113 @@ as the watchdog.
 
 ## Advanced Logging
 
+Freqtrade uses the default logging module provided by python.
+Python allows for extensive [logging configuration](https://docs.python.org/3/library/logging.config.html#logging.config.dictConfig) in this regard - way more than what can be covered here.
+
+Default logging format (coloured terminal output) is set up by default if no `log_config` is provided in your freqtrade configuration.
+Using `--logfile logfile.log` will enable the RotatingFileHandler.
+
+If you're not content with the log format, or with the default settings provided for the RotatingFileHandler, you can customize logging to your liking by adding the `log_config` configuration to your freqtrade configuration file(s).
+
+The default configuration looks roughly like the below, with the file handler being provided but not enabled as the `filename` is commented out.
+Uncomment this line and supply a valid path/filename to enable it.
+
+``` json hl_lines="5-7 13-16 27"
+{
+  "log_config": {
+      "version": 1,
+      "formatters": {
+          "basic": {
+              "format": "%(message)s"
+          },
+          "standard": {
+              "format": "%(asctime)s - %(name)s - %(levelname)s - %(message)s"
+          }
+      },
+      "handlers": {
+          "console": {
+              "class": "freqtrade.loggers.ft_rich_handler.FtRichHandler",
+              "formatter": "basic"
+          },
+          "file": {
+              "class": "logging.handlers.RotatingFileHandler",
+              "formatter": "standard",
+              // "filename": "someRandomLogFile.log",
+              "maxBytes": 10485760,
+              "backupCount": 10
+          }
+      },
+      "root": {
+          "handlers": [
+              "console",
+              // "file"
+          ],
+          "level": "INFO",
+      }
+  }
+}
+```
+
+!!! Note "highlighted lines"
+    Highlighted lines in the above code-block define the Rich handler and belong together.
+    The formatter "standard" and "file" will belong to the FileHandler.
+
+Each handler must use one of the defined formatters (by name), its class must be available, and must be a valid logging class.
+To actually use a handler, it must be in the "handlers" section inside the "root" segment.
+If this section is left out, freqtrade will provide no output (in the non-configured handler, anyway).
+
+!!! Tip "Explicit log configuration"
+    We recommend to extract the logging configuration from your main freqtrade configuration file, and provide it to your bot via [multiple configuration files](configuration.md#multiple-configuration-files) functionality. This will avoid unnecessary code duplication.
+
+---
+
 On many Linux systems the bot can be configured to send its log messages to `syslog` or `journald` system services. Logging to a remote `syslog` server is also available on Windows. The special values for the `--logfile` command line option can be used for this.
 
 ### Logging to syslog
 
-To send Freqtrade log messages to a local or remote `syslog` service use the `--logfile` command line option with the value in the following format:
+To send Freqtrade log messages to a local or remote `syslog` service use the `"log_config"` setup option to configure logging.
 
-* `--logfile syslog:<syslog_address>` -- send log messages to `syslog` service using the `<syslog_address>` as the syslog address.
+``` json
+{
+  // ...
+  "log_config": {
+    "version": 1,
+    "formatters": {
+      "syslog_fmt": {
+        "format": "%(name)s - %(levelname)s - %(message)s"
+      }
+    },
+    "handlers": {
+      // Other handlers? 
+      "syslog": {
+         "class": "logging.handlers.SysLogHandler",
+          "formatter": "syslog_fmt",
+          // Use one of the other options above as address instead? 
+          "address": "/dev/log"
+      }
+    },
+    "root": {
+      "handlers": [
+        // other handlers
+        "syslog",
         
-The syslog address can be either a Unix domain socket (socket filename) or a UDP socket specification, consisting of IP address and UDP port, separated by the `:` character.
+      ]
+    }
 
-So, the following are the examples of possible usages:
+  }
+}
+```
 
-* `--logfile syslog:/dev/log` -- log to syslog (rsyslog) using the `/dev/log` socket, suitable for most systems.
-* `--logfile syslog` -- same as above, the shortcut for `/dev/log`.
-* `--logfile syslog:/var/run/syslog` -- log to syslog (rsyslog) using the `/var/run/syslog` socket. Use this on MacOS.
-* `--logfile syslog:localhost:514` -- log to local syslog using UDP socket, if it listens on port 514.
-* `--logfile syslog:<ip>:514` -- log to remote syslog at IP address and port 514. This may be used on Windows for remote logging to an external syslog server.
+[Additional log-handlers](#advanced-logging) may need to be configured to for example also have log output in the console.
+
+#### Syslog usage
 
 Log messages are send to `syslog` with the `user` facility. So you can see them with the following commands:
 
 * `tail -f /var/log/user`, or
 * install a comprehensive graphical viewer (for instance, 'Log File Viewer' for Ubuntu).
 
-On many systems `syslog` (`rsyslog`) fetches data from `journald` (and vice versa), so both `--logfile syslog` or `--logfile journald` can be used and the messages be viewed with both `journalctl` and a syslog viewer utility. You can combine this in any way which suites you better.
+On many systems `syslog` (`rsyslog`) fetches data from `journald` (and vice versa), so both syslog or journald can be used and the messages be viewed with both `journalctl` and a syslog viewer utility. You can combine this in any way which suites you better.
 
 For `rsyslog` the messages from the bot can be redirected into a separate dedicated log file. To achieve this, add
 
@@ -228,13 +311,66 @@ For `syslog` (`rsyslog`), the reduction mode can be switched on. This will reduc
 $RepeatedMsgReduction on
 ```
 
+#### Syslog addressing
+
+The syslog address can be either a Unix domain socket (socket filename) or a UDP socket specification, consisting of IP address and UDP port, separated by the `:` character.
+
+So, the following are the examples of possible addresses:
+
+* `"address": "/dev/log"` -- log to syslog (rsyslog) using the `/dev/log` socket, suitable for most systems.
+* `"address": "/var/run/syslog"` -- log to syslog (rsyslog) using the `/var/run/syslog` socket. Use this on MacOS.
+* `"address": "localhost:514"` -- log to local syslog using UDP socket, if it listens on port 514.
+* `"address": "<ip>:514"` -- log to remote syslog at IP address and port 514. This may be used on Windows for remote logging to an external syslog server.
+
+??? Info "Deprecated - configure syslog via command line"
+    `--logfile syslog:<syslog_address>` -- send log messages to `syslog` service using the `<syslog_address>` as the syslog address.
+
+    The syslog address can be either a Unix domain socket (socket filename) or a UDP socket specification, consisting of IP address and UDP port, separated by the `:` character.
+
+    So, the following are the examples of possible usages:
+
+    * `--logfile syslog:/dev/log` -- log to syslog (rsyslog) using the `/dev/log` socket, suitable for most systems.
+    * `--logfile syslog` -- same as above, the shortcut for `/dev/log`.
+    * `--logfile syslog:/var/run/syslog` -- log to syslog (rsyslog) using the `/var/run/syslog` socket. Use this on MacOS.
+    * `--logfile syslog:localhost:514` -- log to local syslog using UDP socket, if it listens on port 514.
+    * `--logfile syslog:<ip>:514` -- log to remote syslog at IP address and port 514. This may be used on Windows for remote logging to an external syslog server.
+
 ### Logging to journald
 
 This needs the `cysystemd` python package installed as dependency (`pip install cysystemd`), which is not available on Windows. Hence, the whole journald logging functionality is not available for a bot running on Windows.
 
-To send Freqtrade log messages to `journald` system service use the `--logfile` command line option with the value in the following format:
+To send Freqtrade log messages to `journald` system service, add the following configuration snippet to your configuration.
 
-* `--logfile journald` -- send log messages to `journald`.
+``` json
+{
+  // ...
+  "log_config": {
+    "version": 1,
+    "formatters": {
+      "journald_fmt": {
+        "format": "%(name)s - %(levelname)s - %(message)s"
+      }
+    },
+    "handlers": {
+      // Other handlers? 
+      "journald": {
+         "class": "cysystemd.journal.JournaldLogHandler",
+          "formatter": "journald_fmt",
+      }
+    },
+    "root": {
+      "handlers": [
+        // .. 
+        "journald",
+        
+      ]
+    }
+
+  }
+}
+```
+
+[Additional log-handlers](#advanced-logging) may need to be configured to for example also have log output in the console.
 
 Log messages are send to `journald` with the `user` facility. So you can see them with the following commands:
 
@@ -244,3 +380,51 @@ Log messages are send to `journald` with the `user` facility. So you can see the
 There are many other options in the `journalctl` utility to filter the messages, see manual pages for this utility.
 
 On many systems `syslog` (`rsyslog`) fetches data from `journald` (and vice versa), so both `--logfile syslog` or `--logfile journald` can be used and the messages be viewed with both `journalctl` and a syslog viewer utility. You can combine this in any way which suites you better.
+
+??? Info "Deprecated - configure journald via command line"
+    To send Freqtrade log messages to `journald` system service use the `--logfile` command line option with the value in the following format:
+
+    `--logfile journald` -- send log messages to `journald`.
+
+### Log format as JSON
+
+You can also configure the default output stream to use JSON format instead.
+The "fmt_dict" attribute defines the keys for the json output - as well as the [python logging LogRecord attributes](https://docs.python.org/3/library/logging.html#logrecord-attributes).
+
+The below configuration will change the default output to JSON. The same formatter could however also be used in combination with the `RotatingFileHandler`.
+We recommend to keep one format in human readable form.
+
+``` json
+{
+  // ...
+  "log_config": {
+    "version": 1,
+    "formatters": {
+       "json": {
+          "()": "freqtrade.loggers.json_formatter.JsonFormatter",
+          "fmt_dict": {
+              "timestamp": "asctime",
+              "level": "levelname",
+              "logger": "name",
+              "message": "message"
+          }
+      }
+    },
+    "handlers": {
+      // Other handlers? 
+      "jsonStream": {
+          "class": "logging.StreamHandler",
+          "formatter": "json"
+      }
+    },
+    "root": {
+      "handlers": [
+        // .. 
+        "jsonStream",
+        
+      ]
+    }
+
+  }
+}
+```

docs/backtesting.md

@@ -5,6 +5,8 @@ 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 is also available in [webserver mode](freq-ui.md#backtesting), which allows you to run backtests via the web interface.
+
 ## Backtesting command reference
 
 --8<-- "commands/backtesting.md"
@@ -209,6 +211,7 @@ A backtesting result will look like that:
 | Sortino                     | 1.88                |
 | Sharpe                      | 2.97                |
 | Calmar                      | 6.29                |
+| SQN                         | 2.45                |
 | Profit factor               | 1.11                |
 | Expectancy (Ratio)          | -0.15 (-0.05)       |
 | Avg. stake amount           | 0.001      BTC      |
@@ -315,8 +318,10 @@ It contains some useful key metrics about performance of your strategy on backte
 | Sortino                     | 1.88                |
 | Sharpe                      | 2.97                |
 | Calmar                      | 6.29                |
+| SQN                         | 2.45                |
 | Profit factor               | 1.11                |
 | Expectancy (Ratio)          | -0.15 (-0.05)       |
+| Avg. daily profit           | 0.0001     BTC      |
 | Avg. stake amount           | 0.001      BTC      |
 | Total trade volume          | 0.429      BTC      |
 |                             |                     |
@@ -368,10 +373,13 @@ It contains some useful key metrics about performance of your strategy on backte
 - `Sortino`: Annualized Sortino ratio.
 - `Sharpe`: Annualized Sharpe ratio.
 - `Calmar`: Annualized Calmar ratio.
+- `SQN`: System Quality Number (SQN) - by Van Tharp.
 - `Profit factor`: profit / loss.
+- `Expectancy (Ratio)`: Expectancy ratio, which is the average profit or loss per trade. A negative expectancy ratio means that your strategy is not profitable.
+- `Avg. daily profit`: Average profit per day, calculated as `(Total Profit / Backtest Days)`.
 - `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 `Tot Profit %`.
+- `Best Pair` / `Worst Pair`: Best and worst performing pair (based on absolute profit), and it's corresponding `Tot 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).
@@ -432,6 +440,24 @@ To save time, by default backtest will reuse a cached result from within the las
 To further analyze your backtest results, freqtrade will export the trades to file by default.
 You can then load the trades to perform further analysis as shown in the [data analysis](strategy_analysis_example.md#load-backtest-results-to-pandas-dataframe) backtesting section.
 
+Also, you can use freqtrade in [webserver mode](freq-ui.md#backtesting) to visualize the backtest results in a web interface.
+This mode also allows you to load existing backtest results, so you can analyze them without running the backtest again.  
+For this mode - `--notes "<notes>"` can be used to add notes to the backtest results, which will be shown in the web interface.
+
+### Backtest output file
+
+The output file freqtrade produces is a zip file containing the following files:
+
+- The backtest report in json format
+- the market change data in feather format
+- a copy of the strategy file
+- a copy of the strategy parameters (if a parameter file was used)
+- a sanitized copy of the config file
+
+This will ensure results are reproducible - under the assumption that the same data is available.
+
+Only the strategy file and the config file are included in the zip file, eventual dependencies are not included.
+
 ## Assumptions made by backtesting
 
 Since backtesting lacks some detailed information about what happens within a candle, it needs to take a few assumptions:

docs/bot-basics.md

@@ -54,11 +54,13 @@ By default, the bot loop runs every few seconds (`internals.process_throttle_sec
   * Check timeouts for open orders.
     * Calls `check_entry_timeout()` strategy callback for open entry orders.
     * Calls `check_exit_timeout()` strategy callback for open exit orders.
-    * Calls `adjust_entry_price()` strategy callback for open entry orders.
+    * Calls `adjust_order_price()` strategy callback for open orders.
+      * Calls `adjust_entry_price()` strategy callback for open entry orders. *only called when `adjust_order_price()` is not implemented*
+      * Calls `adjust_exit_price()` strategy callback for open exit orders. *only called when `adjust_order_price()` is not implemented*
 * Verifies existing positions and eventually places exit orders.
   * Considers stoploss, ROI and exit-signal, `custom_exit()` and `custom_stoploss()`.
   * Determine exit-price based on `exit_pricing` configuration setting or by using the `custom_exit_price()` callback.
-  * Before a exit order is placed, `confirm_trade_exit()` strategy callback is called.
+  * Before an exit order is placed, `confirm_trade_exit()` strategy callback is called.
 * Check position adjustments for open trades if enabled by calling `adjust_trade_position()` and place additional order if required.
 * Check if trade-slots are still available (if `max_open_trades` is reached).
 * Verifies entry signal trying to enter new positions.
@@ -80,7 +82,9 @@ This loop will be repeated again and again until the bot is stopped.
 * Loops per candle simulating entry and exit points.
   * Calls `bot_loop_start()` strategy callback.
   * Check for Order timeouts, either via the `unfilledtimeout` configuration, or via `check_entry_timeout()` / `check_exit_timeout()` strategy callbacks.
-  * Calls `adjust_entry_price()` strategy callback for open entry orders.
+  * Calls `adjust_order_price()` strategy callback for open orders.
+    * Calls `adjust_entry_price()` strategy callback for open entry orders. *only called when `adjust_order_price()` is not implemented!*
+    * Calls `adjust_exit_price()` strategy callback for open exit orders. *only called when `adjust_order_price()` is not implemented!*
   * Check for trade entry signals (`enter_long` / `enter_short` columns).
   * Confirm trade entry / exits (calls `confirm_trade_entry()` and `confirm_trade_exit()` if implemented in the strategy).
   * Call `custom_entry_price()` (if implemented in the strategy) to determine entry price (Prices are moved to be within the opening candle).

docs/commands/backtesting-analysis.md

@@ -59,7 +59,9 @@ Common arguments:
                         exists). Multiple --config options may be used. Can be
                         set to `-` to read config from stdin.
   -d PATH, --datadir PATH, --data-dir PATH
-                        Path to directory with historical backtesting data.
+                        Path to the base directory of the exchange with
+                        historical backtesting data. To see futures data, use
+                        trading-mode additionally.
   --userdir PATH, --user-data-dir PATH
                         Path to userdata directory.
 

docs/commands/backtesting-show.md

@@ -2,7 +2,7 @@
 usage: freqtrade backtesting-show [-h] [-v] [--no-color] [--logfile FILE] [-V]
                                   [-c PATH] [-d PATH] [--userdir PATH]
                                   [--export-filename PATH] [--show-pair-list]
-                                  [--breakdown {day,week,month} [{day,week,month} ...]]
+                                  [--breakdown {day,week,month,year} [{day,week,month,year} ...]]
 
 options:
   -h, --help            show this help message and exit
@@ -11,8 +11,9 @@ options:
                         `--export` to be set as well. Example: `--export-filen
                         ame=user_data/backtest_results/backtest_today.json`
   --show-pair-list      Show backtesting pairlist sorted by profit.
-  --breakdown {day,week,month} [{day,week,month} ...]
-                        Show backtesting breakdown per [day, week, month].
+  --breakdown {day,week,month,year} [{day,week,month,year} ...]
+                        Show backtesting breakdown per [day, week, month,
+                        year].
 
 Common arguments:
   -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
@@ -29,7 +30,9 @@ Common arguments:
                         exists). Multiple --config options may be used. Can be
                         set to `-` to read config from stdin.
   -d PATH, --datadir PATH, --data-dir PATH
-                        Path to directory with historical backtesting data.
+                        Path to the base directory of the exchange with
+                        historical backtesting data. To see futures data, use
+                        trading-mode additionally.
   --userdir PATH, --user-data-dir PATH
                         Path to userdata directory.
 

docs/commands/backtesting.md

@@ -15,9 +15,9 @@ usage: freqtrade backtesting [-h] [-v] [--no-color] [--logfile FILE] [-V]
                              [--strategy-list STRATEGY_LIST [STRATEGY_LIST ...]]
                              [--export {none,trades,signals}]
                              [--export-filename PATH]
-                             [--breakdown {day,week,month} [{day,week,month} ...]]
+                             [--breakdown {day,week,month,year} [{day,week,month,year} ...]]
                              [--cache {none,day,week,month}]
-                             [--freqai-backtest-live-models]
+                             [--freqai-backtest-live-models] [--notes TEXT]
 
 options:
   -h, --help            show this help message and exit
@@ -65,13 +65,15 @@ options:
                         Use this filename for backtest results.Requires
                         `--export` to be set as well. Example: `--export-filen
                         ame=user_data/backtest_results/backtest_today.json`
-  --breakdown {day,week,month} [{day,week,month} ...]
-                        Show backtesting breakdown per [day, week, month].
+  --breakdown {day,week,month,year} [{day,week,month,year} ...]
+                        Show backtesting breakdown per [day, week, month,
+                        year].
   --cache {none,day,week,month}
                         Load a cached backtest result no older than specified
                         age (default: day).
   --freqai-backtest-live-models
                         Run backtest with ready models.
+  --notes TEXT          Add notes to the backtest results.
 
 Common arguments:
   -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
@@ -88,7 +90,9 @@ Common arguments:
                         exists). Multiple --config options may be used. Can be
                         set to `-` to read config from stdin.
   -d PATH, --datadir PATH, --data-dir PATH
-                        Path to directory with historical backtesting data.
+                        Path to the base directory of the exchange with
+                        historical backtesting data. To see futures data, use
+                        trading-mode additionally.
   --userdir PATH, --user-data-dir PATH
                         Path to userdata directory.
 

docs/commands/convert-data.md

@@ -45,7 +45,9 @@ Common arguments:
                         exists). Multiple --config options may be used. Can be
                         set to `-` to read config from stdin.
   -d PATH, --datadir PATH, --data-dir PATH
-                        Path to directory with historical backtesting data.
+                        Path to the base directory of the exchange with
+                        historical backtesting data. To see futures data, use
+                        trading-mode additionally.
   --userdir PATH, --user-data-dir PATH
                         Path to userdata directory.
 

docs/commands/convert-trade-data.md

@@ -34,7 +34,9 @@ Common arguments:
                         exists). Multiple --config options may be used. Can be
                         set to `-` to read config from stdin.
   -d PATH, --datadir PATH, --data-dir PATH
-                        Path to directory with historical backtesting data.
+                        Path to the base directory of the exchange with
+                        historical backtesting data. To see futures data, use
+                        trading-mode additionally.
   --userdir PATH, --user-data-dir PATH
                         Path to userdata directory.
 

docs/commands/download-data.md

@@ -63,7 +63,9 @@ Common arguments:
                         exists). Multiple --config options may be used. Can be
                         set to `-` to read config from stdin.
   -d PATH, --datadir PATH, --data-dir PATH
-                        Path to directory with historical backtesting data.
+                        Path to the base directory of the exchange with
+                        historical backtesting data. To see futures data, use
+                        trading-mode additionally.
   --userdir PATH, --user-data-dir PATH
                         Path to userdata directory.
 

docs/commands/edge.md

@@ -7,7 +7,6 @@ usage: freqtrade edge [-h] [-v] [--no-color] [--logfile FILE] [-V] [-c PATH]
                       [--data-format-ohlcv {json,jsongz,feather,parquet}]
                       [--max-open-trades INT] [--stake-amount STAKE_AMOUNT]
                       [--fee FLOAT] [-p PAIRS [PAIRS ...]]
-                      [--stoplosses STOPLOSS_RANGE]
 
 options:
   -h, --help            show this help message and exit
@@ -29,11 +28,6 @@ options:
   -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).
@@ -50,7 +44,9 @@ Common arguments:
                         exists). Multiple --config options may be used. Can be
                         set to `-` to read config from stdin.
   -d PATH, --datadir PATH, --data-dir PATH
-                        Path to directory with historical backtesting data.
+                        Path to the base directory of the exchange with
+                        historical backtesting data. To see futures data, use
+                        trading-mode additionally.
   --userdir PATH, --user-data-dir PATH
                         Path to userdata directory.
 

docs/commands/hyperopt-list.md

@@ -55,7 +55,9 @@ Common arguments:
                         exists). Multiple --config options may be used. Can be
                         set to `-` to read config from stdin.
   -d PATH, --datadir PATH, --data-dir PATH
-                        Path to directory with historical backtesting data.
+                        Path to the base directory of the exchange with
+                        historical backtesting data. To see futures data, use
+                        trading-mode additionally.
   --userdir PATH, --user-data-dir PATH
                         Path to userdata directory.
 

docs/commands/hyperopt-show.md

@@ -4,7 +4,7 @@ usage: freqtrade hyperopt-show [-h] [-v] [--no-color] [--logfile FILE] [-V]
                                [--profitable] [-n INT] [--print-json]
                                [--hyperopt-filename FILENAME] [--no-header]
                                [--disable-param-export]
-                               [--breakdown {day,week,month} [{day,week,month} ...]]
+                               [--breakdown {day,week,month,year} [{day,week,month,year} ...]]
 
 options:
   -h, --help            show this help message and exit
@@ -18,8 +18,9 @@ options:
   --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].
+  --breakdown {day,week,month,year} [{day,week,month,year} ...]
+                        Show backtesting breakdown per [day, week, month,
+                        year].
 
 Common arguments:
   -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
@@ -36,7 +37,9 @@ Common arguments:
                         exists). Multiple --config options may be used. Can be
                         set to `-` to read config from stdin.
   -d PATH, --datadir PATH, --data-dir PATH
-                        Path to directory with historical backtesting data.
+                        Path to the base directory of the exchange with
+                        historical backtesting data. To see futures data, use
+                        trading-mode additionally.
   --userdir PATH, --user-data-dir PATH
                         Path to userdata directory.
 

docs/commands/hyperopt.md

@@ -16,6 +16,7 @@ usage: freqtrade hyperopt [-h] [-v] [--no-color] [--logfile FILE] [-V]
                           [--random-state INT] [--min-trades INT]
                           [--hyperopt-loss NAME] [--disable-param-export]
                           [--ignore-missing-spaces] [--analyze-per-epoch]
+                          [--early-stop INT]
 
 options:
   -h, --help            show this help message and exit
@@ -79,6 +80,7 @@ options:
                         SortinoHyperOptLoss, SortinoHyperOptLossDaily,
                         CalmarHyperOptLoss, MaxDrawDownHyperOptLoss,
                         MaxDrawDownRelativeHyperOptLoss,
+                        MaxDrawDownPerPairHyperOptLoss,
                         ProfitDrawDownHyperOptLoss, MultiMetricHyperOptLoss
   --disable-param-export
                         Disable automatic hyperopt parameter export.
@@ -86,6 +88,8 @@ options:
                         Suppress errors for any requested Hyperopt spaces that
                         do not contain any parameters.
   --analyze-per-epoch   Run populate_indicators once per epoch.
+  --early-stop INT      Early stop hyperopt if no improvement after (default:
+                        0) epochs.
 
 Common arguments:
   -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
@@ -102,7 +106,9 @@ Common arguments:
                         exists). Multiple --config options may be used. Can be
                         set to `-` to read config from stdin.
   -d PATH, --datadir PATH, --data-dir PATH
-                        Path to directory with historical backtesting data.
+                        Path to the base directory of the exchange with
+                        historical backtesting data. To see futures data, use
+                        trading-mode additionally.
   --userdir PATH, --user-data-dir PATH
                         Path to userdata directory.
 

docs/commands/install-ui.md

@@ -1,9 +1,12 @@
 ```
-usage: freqtrade install-ui [-h] [--erase] [--ui-version UI_VERSION]
+usage: freqtrade install-ui [-h] [--erase] [--prerelease]
+                            [--ui-version UI_VERSION]
 
 options:
   -h, --help            show this help message and exit
   --erase               Clean UI folder, don't download new version.
+  --prerelease          Install the latest pre-release version of FreqUI. This
+                        is not recommended for production use.
   --ui-version UI_VERSION
                         Specify a specific version of FreqUI to install. Not
                         specifying this installs the latest version.

docs/commands/list-data.md

@@ -41,7 +41,9 @@ Common arguments:
                         exists). Multiple --config options may be used. Can be
                         set to `-` to read config from stdin.
   -d PATH, --datadir PATH, --data-dir PATH
-                        Path to directory with historical backtesting data.
+                        Path to the base directory of the exchange with
+                        historical backtesting data. To see futures data, use
+                        trading-mode additionally.
   --userdir PATH, --user-data-dir PATH
                         Path to userdata directory.
 

docs/commands/list-exchanges.md

@@ -22,7 +22,9 @@ Common arguments:
                         exists). Multiple --config options may be used. Can be
                         set to `-` to read config from stdin.
   -d PATH, --datadir PATH, --data-dir PATH
-                        Path to directory with historical backtesting data.
+                        Path to the base directory of the exchange with
+                        historical backtesting data. To see futures data, use
+                        trading-mode additionally.
   --userdir PATH, --user-data-dir PATH
                         Path to userdata directory.
 

docs/commands/list-freqaimodels.md

@@ -24,7 +24,9 @@ Common arguments:
                         exists). Multiple --config options may be used. Can be
                         set to `-` to read config from stdin.
   -d PATH, --datadir PATH, --data-dir PATH
-                        Path to directory with historical backtesting data.
+                        Path to the base directory of the exchange with
+                        historical backtesting data. To see futures data, use
+                        trading-mode additionally.
   --userdir PATH, --user-data-dir PATH
                         Path to userdata directory.
 

docs/commands/list-hyperoptloss.md

@@ -24,7 +24,9 @@ Common arguments:
                         exists). Multiple --config options may be used. Can be
                         set to `-` to read config from stdin.
   -d PATH, --datadir PATH, --data-dir PATH
-                        Path to directory with historical backtesting data.
+                        Path to the base directory of the exchange with
+                        historical backtesting data. To see futures data, use
+                        trading-mode additionally.
   --userdir PATH, --user-data-dir PATH
                         Path to userdata directory.
 

docs/commands/list-markets.md

@@ -39,7 +39,9 @@ Common arguments:
                         exists). Multiple --config options may be used. Can be
                         set to `-` to read config from stdin.
   -d PATH, --datadir PATH, --data-dir PATH
-                        Path to directory with historical backtesting data.
+                        Path to the base directory of the exchange with
+                        historical backtesting data. To see futures data, use
+                        trading-mode additionally.
   --userdir PATH, --user-data-dir PATH
                         Path to userdata directory.
 

docs/commands/list-pairs.md

@@ -39,7 +39,9 @@ Common arguments:
                         exists). Multiple --config options may be used. Can be
                         set to `-` to read config from stdin.
   -d PATH, --datadir PATH, --data-dir PATH
-                        Path to directory with historical backtesting data.
+                        Path to the base directory of the exchange with
+                        historical backtesting data. To see futures data, use
+                        trading-mode additionally.
   --userdir PATH, --user-data-dir PATH
                         Path to userdata directory.
 

docs/commands/list-strategies.md

@@ -27,7 +27,9 @@ Common arguments:
                         exists). Multiple --config options may be used. Can be
                         set to `-` to read config from stdin.
   -d PATH, --datadir PATH, --data-dir PATH
-                        Path to directory with historical backtesting data.
+                        Path to the base directory of the exchange with
+                        historical backtesting data. To see futures data, use
+                        trading-mode additionally.
   --userdir PATH, --user-data-dir PATH
                         Path to userdata directory.
 

docs/commands/list-timeframes.md

@@ -23,7 +23,9 @@ Common arguments:
                         exists). Multiple --config options may be used. Can be
                         set to `-` to read config from stdin.
   -d PATH, --datadir PATH, --data-dir PATH
-                        Path to directory with historical backtesting data.
+                        Path to the base directory of the exchange with
+                        historical backtesting data. To see futures data, use
+                        trading-mode additionally.
   --userdir PATH, --user-data-dir PATH
                         Path to userdata directory.
 

docs/commands/lookahead-analysis.md

@@ -89,7 +89,9 @@ Common arguments:
                         exists). Multiple --config options may be used. Can be
                         set to `-` to read config from stdin.
   -d PATH, --datadir PATH, --data-dir PATH
-                        Path to directory with historical backtesting data.
+                        Path to the base directory of the exchange with
+                        historical backtesting data. To see futures data, use
+                        trading-mode additionally.
   --userdir PATH, --user-data-dir PATH
                         Path to userdata directory.
 

docs/commands/main.md

@@ -22,7 +22,7 @@ positional arguments:
     backtesting-show    Show past Backtest results
     backtesting-analysis
                         Backtest Analysis module.
-    edge                Edge module.
+    edge                Edge module. No longer part of Freqtrade
     hyperopt            Hyperopt module.
     hyperopt-list       List Hyperopt results
     hyperopt-show       Show details of Hyperopt results

docs/commands/plot-dataframe.md

@@ -63,7 +63,9 @@ Common arguments:
                         exists). Multiple --config options may be used. Can be
                         set to `-` to read config from stdin.
   -d PATH, --datadir PATH, --data-dir PATH
-                        Path to directory with historical backtesting data.
+                        Path to the base directory of the exchange with
+                        historical backtesting data. To see futures data, use
+                        trading-mode additionally.
   --userdir PATH, --user-data-dir PATH
                         Path to userdata directory.
 

docs/commands/plot-profit.md

@@ -49,7 +49,9 @@ Common arguments:
                         exists). Multiple --config options may be used. Can be
                         set to `-` to read config from stdin.
   -d PATH, --datadir PATH, --data-dir PATH
-                        Path to directory with historical backtesting data.
+                        Path to the base directory of the exchange with
+                        historical backtesting data. To see futures data, use
+                        trading-mode additionally.
   --userdir PATH, --user-data-dir PATH
                         Path to userdata directory.
 

docs/commands/recursive-analysis.md

@@ -41,7 +41,9 @@ Common arguments:
                         exists). Multiple --config options may be used. Can be
                         set to `-` to read config from stdin.
   -d PATH, --datadir PATH, --data-dir PATH
-                        Path to directory with historical backtesting data.
+                        Path to the base directory of the exchange with
+                        historical backtesting data. To see futures data, use
+                        trading-mode additionally.
   --userdir PATH, --user-data-dir PATH
                         Path to userdata directory.
 

docs/commands/show-trades.md

@@ -30,7 +30,9 @@ Common arguments:
                         exists). Multiple --config options may be used. Can be
                         set to `-` to read config from stdin.
   -d PATH, --datadir PATH, --data-dir PATH
-                        Path to directory with historical backtesting data.
+                        Path to the base directory of the exchange with
+                        historical backtesting data. To see futures data, use
+                        trading-mode additionally.
   --userdir PATH, --user-data-dir PATH
                         Path to userdata directory.
 

docs/commands/strategy-updater.md

@@ -34,7 +34,9 @@ Common arguments:
                         exists). Multiple --config options may be used. Can be
                         set to `-` to read config from stdin.
   -d PATH, --datadir PATH, --data-dir PATH
-                        Path to directory with historical backtesting data.
+                        Path to the base directory of the exchange with
+                        historical backtesting data. To see futures data, use
+                        trading-mode additionally.
   --userdir PATH, --user-data-dir PATH
                         Path to userdata directory.
 

docs/commands/trade.md

@@ -36,7 +36,9 @@ Common arguments:
                         exists). Multiple --config options may be used. Can be
                         set to `-` to read config from stdin.
   -d PATH, --datadir PATH, --data-dir PATH
-                        Path to directory with historical backtesting data.
+                        Path to the base directory of the exchange with
+                        historical backtesting data. To see futures data, use
+                        trading-mode additionally.
   --userdir PATH, --user-data-dir PATH
                         Path to userdata directory.
 

docs/commands/trades-to-ohlcv.md

@@ -41,7 +41,9 @@ Common arguments:
                         exists). Multiple --config options may be used. Can be
                         set to `-` to read config from stdin.
   -d PATH, --datadir PATH, --data-dir PATH
-                        Path to directory with historical backtesting data.
+                        Path to the base directory of the exchange with
+                        historical backtesting data. To see futures data, use
+                        trading-mode additionally.
   --userdir PATH, --user-data-dir PATH
                         Path to userdata directory.
 

docs/commands/webserver.md

@@ -20,7 +20,9 @@ Common arguments:
                         exists). Multiple --config options may be used. Can be
                         set to `-` to read config from stdin.
   -d PATH, --datadir PATH, --data-dir PATH
-                        Path to directory with historical backtesting data.
+                        Path to the base directory of the exchange with
+                        historical backtesting data. To see futures data, use
+                        trading-mode additionally.
   --userdir PATH, --user-data-dir PATH
                         Path to userdata directory.
 

docs/configuration.md

@@ -180,7 +180,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `minimal_roi` | **Required.** Set the threshold as ratio the bot will use to exit a trade. [More information below](#understand-minimal_roi). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** Dict
 | `stoploss` |  **Required.** Value as ratio of the stoploss used by the bot. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy).  <br> **Datatype:** Float (as ratio)
 | `trailing_stop` | Enables trailing stoploss (based on `stoploss` in either configuration or strategy file). More details in the [stoploss documentation](stoploss.md#trailing-stop-loss). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** Boolean
-| `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` | Changes stoploss once profit has been reached. More details in the [stoploss documentation](stoploss.md#trailing-stop-loss-different-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
 | `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)
@@ -205,7 +205,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `exit_pricing.use_order_book` | Enable exiting of open trades using [Order Book Exit](#exit-price-with-orderbook-enabled). <br> *Defaults to `true`.*<br> **Datatype:** Boolean
 | `exit_pricing.order_book_top` | Bot will use the top N rate in Order Book "price_side" to exit. I.e. a value of 2 will allow the bot to pick the 2nd ask rate in [Order Book Exit](#exit-price-with-orderbook-enabled)<br>*Defaults to `1`.* <br> **Datatype:** Positive Integer
 | `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
-| | **TODO**
+| | **Order/Signal handling**
 | `use_exit_signal` | Use exit signals produced by the strategy in addition to the `minimal_roi`. <br>Setting this to false disables the usage of `"exit_long"` and `"exit_short"` columns. Has no influence on other exit methods (Stoploss, ROI, callbacks). [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `true`.* <br> **Datatype:** Boolean
 | `exit_profit_only` | Wait until the bot reaches `exit_profit_offset` before taking an exit decision. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
 | `exit_profit_offset` | Exit-signal is only active above this value. Only active in combination with `exit_profit_only=True`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `0.0`.* <br> **Datatype:** Float (as ratio)
@@ -234,7 +234,6 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `exchange.only_from_ccxt` | Prevent data-download from data.binance.vision. Leaving this as false can greatly speed up downloads, but may be problematic if the site is not available.<br>*Defaults to `false`*<br> **Datatype:** Boolean
 | `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
 | | **Plugins**
-| `edge.*` | Please refer to [edge configuration document](edge.md) for detailed explanation of all possible configuration options.
 | `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
 | | **Telegram**
 | `telegram.enabled` | Enable the usage of Telegram. <br> **Datatype:** Boolean
@@ -266,7 +265,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `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
 | `external_message_consumer` | Enable [Producer/Consumer mode](producer-consumer.md) for more details. <br> **Datatype:** Dict
 | | **Other**
-| `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`
+| `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 `running`, `paused` or `stopped`
 | `force_entry_enable` | Enables the RPC Commands to force a Trade entry. 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
 | `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
@@ -281,7 +280,8 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `add_config_files` | Additional config files. These files will be loaded and merged with the current config file. The files are resolved relative to the initial file.<br> *Defaults to `[]`*. <br> **Datatype:** List of strings
 | `dataformat_ohlcv` | Data format to use to store historical candle (OHLCV) data. <br> *Defaults to `feather`*. <br> **Datatype:** String
 | `dataformat_trades` | Data format to use to store historical trades data. <br> *Defaults to `feather`*. <br> **Datatype:** String
-| `reduce_df_footprint` | Recast all numeric columns to float32/int32, with the objective of reducing ram/disk usage (and decreasing train/inference timing in FreqAI). (Currently only affects FreqAI use-cases) <br> **Datatype:** Boolean. <br> Default: `False`.
+| `reduce_df_footprint` | Recast all numeric columns to float32/int32, with the objective of reducing ram/disk usage (and decreasing train/inference timing backtesting/hyperopt and in FreqAI). <br> **Datatype:** Boolean. <br> Default: `False`.
+| `log_config` | Dictionary containing the log config for python logging. [more info](advanced-setup.md#advanced-logging) <br> **Datatype:** dict. <br> Default: `FtRichHandler`
 
 ### Parameters in the strategy
 
@@ -671,7 +671,7 @@ Should you experience problems you suspect are caused by websockets, you can dis
 }
 ```
 
-Should you be required to use a proxy, please refer to the [proxy section](#using-proxy-with-freqtrade) for more information.
+Should you be required to use a proxy, please refer to the [proxy section](#using-a-proxy-with-freqtrade) for more information.
 
 !!! Info "Rollout"
     We're implementing this out slowly, ensuring stability of your bots.

docs/deprecated.md

@@ -88,3 +88,13 @@ Setting protections from the configuration via `"protections": [],` has been rem
 Using hdf5 as data storage has been deprecated in 2024.12 and was removed in 2025.1. We recommend switching to the feather data format.
 
 Please use the [`convert-data` subcommand](data-download.md#sub-command-convert-data) to convert your existing data to one of the supported formats before updating.
+
+## Configuring advanced logging via config
+
+Configuring syslog and journald via `--logfile systemd` and `--logfile journald` respectively has been deprecated in 2025.3.
+Please use configuration based [log setup](advanced-setup.md#advanced-logging) instead.
+
+## Removal of the edge module
+
+The edge module has been deprecated in 2023.9 and removed in 2025.6.
+All functionalities of edge have been removed, and having edge configured will result in an error.

docs/developer.md

@@ -304,6 +304,13 @@ The `IProtection` parent class provides a helper method for this in `calculate_l
 
 Most exchanges supported by CCXT should work out of the box.
 
+If you need to implement a specific exchange class, these are found in the `freqtrade/exchange` source folder. You'll also need to add the import to `freqtrade/exchange/__init__.py` to make the loading logic aware of the new exchange.  
+We recommend looking at existing exchange implementations to get an idea of what might be required.
+
+!!! Warning
+    Implementing and testing an exchange can be a lot of trial and error, so please bear this in mind.
+    You should also have some development experience, as this is not a beginner task.
+
 To quickly test the public endpoints of an exchange, add a configuration for your exchange to `tests/exchange_online/conftest.py` and run these tests with `pytest --longrun tests/exchange_online/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).
 

docs/edge.md

@@ -1,300 +0,0 @@
-# Edge positioning
-
-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.
-
-!!! Danger "Deprecated functionality"
-    `Edge positioning` (or short Edge) is currently in maintenance mode only (we keep existing functionality alive) and should be considered as deprecated.
-    It will currently not receive new features until either someone stepped forward to take up ownership of that module - or we'll decide to remove edge from freqtrade.
-
-!!! Warning
-    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.
-
-!!! 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.
-
-The Edge Positioning module seeks to improve a strategy's winning probability and the money that the strategy will make *on the long run*. 
-
-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\$
-
-???+ Info "Answer"
-    The expected value of *a)* is smaller than the expected value of *b)*.<br/>
-    Hence, *b*) represents a smaller loss in the long run.<br/>
-    However, the answer is: *it depends*
-
-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\$
-
-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.
-
-### Trading, winning and losing
-
-Let's call $o$ the return of a single transaction $o$ where $o \in \mathbb{R}$. The collection $O = \{o_1, o_2, ..., o_N\}$ is the set of all returns of transactions made during a trading session. We say that $N$ is the cardinality of $O$, or, in lay terms, it is the number of transactions made in a trading session.
-
-!!! Example
-    In a session where a strategy made three transactions we can say that $O = \{3.5, -1, 15\}$. That means that $N = 3$ and $o_1 = 3.5$, $o_2 = -1$, $o_3 = 15$.
-
-A winning trade is a trade where a strategy *made* money. Making money means that the strategy closed the position in a value that returned a profit, after all deducted fees. Formally, a winning trade will have a return $o_i > 0$. Similarly, a losing trade will have a return $o_j \leq 0$. With that, we can discover the set of all winning trades, $T_{win}$, as follows:
-
-$$ T_{win} = \{ o \in O | o > 0 \} $$
-
-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 four transactions $O = \{3.5, -1, 15, 0\}$:<br>
-    $T_{win} = \{3.5, 15\}$<br>
-    $T_{lose} = \{-1, 0\}$<br>
-
-### Win Rate and Lose Rate
-
-The win rate $W$ is the proportion of winning trades with respect to all the trades made by a strategy. We use the following function to compute the win rate:
-
-$$W = \frac{|T_{win}|}{N}$$
-
-Where $W$ is the win rate, $N$ is the number of trades and, $T_{win}$ is the set of all trades where the strategy made money.
-
-Similarly, we can compute the rate of losing trades:
-
-$$ 
-    L = \frac{|T_{lose}|}{N} 
-$$
-
-Where $L$ is the lose rate, $N$ is the amount of trades made and, $T_{lose}$ is the set of all trades where the strategy lost money. Note that the above formula is the same as calculating $L = 1 – W$ or $W = 1 – L$
-
-### Risk Reward Ratio
-
-Risk Reward Ratio ($R$) is a formula used to measure the expected gains of a given investment against the risk of loss. It is basically what you potentially win divided by what you potentially lose. Formally:
-
-$$ R = \frac{\text{potential_profit}}{\text{potential_loss}} $$
-
-???+ 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).
-
-    Your potential profit is calculated as:
-
-    $\begin{aligned} 
-        \text{potential_profit} &= (\text{potential_price} - \text{entry_price}) * \frac{\text{investment}}{\text{entry_price}} \\
-                                &= (15 - 10) * (100 / 10) \\
-                                &= 50
-    \end{aligned}$
-
-    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$\).
-
-    $\begin{aligned}
-        \text{potential_loss} &= (\text{entry_price} - \text{stoploss}) * \frac{\text{investment}}{\text{entry_price}} \\
-                                &= (10 - 8.5) * (100 / 10)\\
-                                &= 15
-    \end{aligned}$
-
-    We can compute the Risk Reward Ratio as follows:
-
-    $\begin{aligned}
-        R   &= \frac{\text{potential_profit}}{\text{potential_loss}}\\
-            &= \frac{50}{15}\\
-            &= 3.33
-    \end{aligned}$<br>
-    What it effectively means is that the strategy have the potential to make 3.33\$ for each 1\$ invested.
-
-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:
-
-$$ \text{average_profit} = \mu_{win} = \frac{\text{sum_of_profits}}{\text{count_winning_trades}} = \frac{\sum^{o \in T_{win}} o}{|T_{win}|} $$
-
-Similarly, we can calculate the average loss, $\mu_{lose}$, as follows:
-
-$$ \text{average_loss} = \mu_{lose} = \frac{\text{sum_of_losses}}{\text{count_losing_trades}} = \frac{\sum^{o \in T_{lose}} o}{|T_{lose}|} $$
-
-Finally, we can calculate the Risk Reward ratio, $R$, as follows:
-
-$$ R = \frac{\text{average_profit}}{\text{average_loss}} = \frac{\mu_{win}}{\mu_{lose}}\\ $$
-
-
-???+ Example "Worked example of $R$ calculation using mean profit/loss"
-    Let's say the strategy that we are using makes an average win $\mu_{win} = 2.06$ and an average loss $\mu_{loss} = 4.11$.<br>
-    We calculate the risk reward ratio as follows:<br>
-    $R = \frac{\mu_{win}}{\mu_{loss}} = \frac{2.06}{4.11} = 0.5012...$
-    
-
-### Expectancy
-
-By combining the Win Rate $W$ and the Risk Reward ratio $R$ to create an expectancy ratio $E$. A expectance ratio is the expected return of the investment made in a trade. We can compute the value of $E$ as follows:
-
-$$E = R * W - L$$
-
-!!! Example "Calculating $E$"
-    Let's say that a strategy has a win rate $W = 0.28$ and a risk reward ratio $R = 5$. What this means is that the strategy is expected to make 5 times the investment around on 28% of the trades it makes. Working out the example:<br>
-    $E = R * W - L = 5 * 0.28 - 0.72 = 0.68$
-    <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. 
-
-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.
-
-It is important to remember that any system with an expectancy greater than 0 is profitable using past data. The key is finding one that will be profitable in the future.
-
-You can also use this value to evaluate the effectiveness of modifications to this system.
-
-!!! Note
-    It's important to keep in mind that Edge is testing your expectancy using historical data, there's no guarantee that you will have a similar edge in the future. It's still vital to do this testing in order to build confidence in your methodology but be wary of "curve-fitting" your approach to the historical data as things are unlikely to play out the exact same way for future trades.
-
-## How does it work?
-
-Edge combines dynamic stoploss, dynamic positions, and whitelist generation into one isolated module which is then applied to the trading strategy. If enabled in config, Edge will go through historical data with a range of stoplosses in order to find buy and sell/stoploss signals. It then calculates win rate and expectancy over *N* trades for each stoploss. Here is an example:
-
-| Pair   |      Stoploss      |  Win Rate | Risk Reward Ratio | Expectancy |
-|----------|:-------------:|-------------:|------------------:|-----------:|
-| XZC/ETH  |  -0.01        |   0.50       |1.176384           | 0.088      |
-| XZC/ETH  |  -0.02        |   0.51       |1.115941           | 0.079      |
-| XZC/ETH  |  -0.03        |   0.52       |1.359670           | 0.228      |
-| XZC/ETH  |  -0.04        |   0.51       |1.234539           | 0.117      |
-
-The goal here is to find the best stoploss for the strategy in order to have the maximum expectancy. In the above example stoploss at $3%$ leads to the maximum expectancy according to historical data.
-
-Edge module then forces stoploss value it evaluated to your strategy dynamically.
-
-### Position size
-
-Edge dictates the amount at stake for each trade to the bot according to the following factors:
-
-- Allowed capital at risk
-- Stoploss
-
-Allowed capital at risk is calculated as follows:
-
-```
-Allowed capital at risk = (Capital available_percentage) X (Allowed risk per trade)
-```
-
-Stoploss is calculated as described above with respect to historical data.
-
-The position size is calculated as follows:
-
-```
-Position size = (Allowed capital at risk) / Stoploss
-```
-
-Example:
-
-Let's say the stake currency is **ETH** and there is $10$ **ETH** on the wallet. The capital available percentage is $50%$ and the allowed risk per trade is $1\%$. Thus, the available capital for trading is $10 * 0.5 = 5$ **ETH** and the allowed capital at risk would be $5 * 0.01 = 0.05$ **ETH**.
-
--   **Trade 1:** The strategy detects a new buy signal in the **XLM/ETH** market. `Edge Positioning` calculates a stoploss of $2\%$ and a position of $0.05 / 0.02 = 2.5$ **ETH**. The bot takes a position of $2.5$ **ETH** in the **XLM/ETH** market.
-
--   **Trade 2:** The strategy detects a buy signal on the **BTC/ETH** market while **Trade 1** is still open. `Edge Positioning` calculates the stoploss of $4\%$ on this market. Thus, **Trade 2** position size is $0.05 / 0.04 = 1.25$ **ETH**.
-
-!!! Tip "Available Capital $\neq$ Available in wallet"
-    The available capital for trading didn't change in **Trade 2** even with **Trade 1** still open. The available capital **is not** the free amount in the wallet.
-
--   **Trade 3:** The strategy detects a buy signal in the **ADA/ETH** market. `Edge Positioning` calculates a stoploss of $1\%$ and a position of $0.05 / 0.01 = 5$ **ETH**. Since **Trade 1** has $2.5$ **ETH** blocked and **Trade 2** has $1.25$ **ETH** blocked, there is only $5 - 1.25 - 2.5 = 1.25$ **ETH** available. Hence, the position size of **Trade 3** is $1.25$ **ETH**. 
-
-!!! Tip "Available Capital Updates"
-    The available capital does not change before a position is sold. After a trade is closed the Available Capital goes up if the trade was profitable or goes down if the trade was a loss.
-
--   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**.
-
-## Edge command reference
-
---8<-- "commands/edge.md"
-
-## Configurations
-
-Edge module has following configuration options:
-
-|  Parameter | Description |
-|------------|-------------|
-| `enabled` | If true, then Edge will run periodically. <br>*Defaults to `false`.* <br> **Datatype:** Boolean
-| `process_throttle_secs` | How often should Edge run in seconds. <br>*Defaults to `3600` (once per hour).* <br> **Datatype:** Integer
-| `calculate_since_number_of_days` | Number of days of data against which Edge calculates Win Rate, Risk Reward and Expectancy. <br> **Note** that it downloads historical data so increasing this number would lead to slowing down the bot. <br>*Defaults to `7`.* <br> **Datatype:** Integer
-| `allowed_risk` | Ratio of allowed risk per trade. <br>*Defaults to `0.01` (1%)).* <br> **Datatype:** Float
-| `stoploss_range_min` | Minimum stoploss. <br>*Defaults to `-0.01`.* <br> **Datatype:** Float
-| `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
-| `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
-
-## Running Edge independently
-
-You can run Edge independently in order to see in details the result. Here is an example:
-
-``` bash
-freqtrade edge
-```
-
-An example of its output:
-
-| **pair**     |   **stoploss** |   **win rate** |   **risk reward ratio** |   **required risk reward** |   **expectancy** |   **total number of trades** |   **average duration (min)** |
-|:----------|-----------:|-----------:|--------------------:|-----------------------:|-------------:|-----------------:|---------------:|
-| **AGI/BTC**   |      -0.02 |       0.64 |                5.86 |                   0.56 |         3.41 |                       14 |                       54 |
-| **NXS/BTC**   |      -0.03 |       0.64 |                2.99 |                   0.57 |         1.54 |                       11 |                       26 |
-| **LEND/BTC**  |      -0.02 |       0.82 |                2.05 |                   0.22 |         1.50 |                       11 |                       36 |
-| **VIA/BTC**   |      -0.01 |       0.55 |                3.01 |                   0.83 |         1.19 |                       11 |                       48 |
-| **MTH/BTC**   |      -0.09 |       0.56 |                2.82 |                   0.80 |         1.12 |                       18 |                       52 |
-| **ARDR/BTC**  |      -0.04 |       0.42 |                3.14 |                   1.40 |         0.73 |                       12 |                       42 |
-| **BCPT/BTC**  |      -0.01 |       0.71 |                1.34 |                   0.40 |         0.67 |                       14 |                       30 |
-| **WINGS/BTC** |      -0.02 |       0.56 |                1.97 |                   0.80 |         0.65 |                       27 |                       42 |
-| **VIBE/BTC**  |      -0.02 |       0.83 |                0.91 |                   0.20 |         0.59 |                       12 |                       35 |
-| **MCO/BTC**   |      -0.02 |       0.79 |                0.97 |                   0.27 |         0.55 |                       14 |                       31 |
-| **GNT/BTC**   |      -0.02 |       0.50 |                2.06 |                   1.00 |         0.53 |                       18 |                       24 |
-| **HOT/BTC**   |      -0.01 |       0.17 |                7.72 |                   4.81 |         0.50 |                      209 |                        7 |
-| **SNM/BTC**   |      -0.03 |       0.71 |                1.06 |                   0.42 |         0.45 |                       17 |                       38 |
-| **APPC/BTC**  |      -0.02 |       0.44 |                2.28 |                   1.27 |         0.44 |                       25 |                       43 |
-| **NEBL/BTC**  |      -0.03 |       0.63 |                1.29 |                   0.58 |         0.44 |                       19 |                       59 |
-
-Edge produced the above table by comparing `calculate_since_number_of_days` to `minimum_expectancy` to find `min_trade_number` historical information based on the config file. The timerange Edge uses for its comparisons can be further limited by using the `--timerange` switch.
-
-In live and dry-run modes, after the `process_throttle_secs` has passed, Edge will again process `calculate_since_number_of_days` against `minimum_expectancy` to find `min_trade_number`. If no `min_trade_number` is found, the bot will return "whitelist empty". Depending on the trade strategy being deployed, "whitelist empty" may be return much of the time - or *all* of the time. The use of Edge may also cause trading to occur in bursts, though this is rare.
-
-If you encounter "whitelist empty" a lot, condsider tuning `calculate_since_number_of_days`, `minimum_expectancy`  and `min_trade_number` to align to the trading frequency of your strategy.
-
-### Update cached pairs with the latest data
-
-Edge requires historic data the same way as backtesting does.
-Please refer to the [Data Downloading](data-download.md) section of the documentation for details.
-
-### Precising stoploss range
-
-```bash
-freqtrade edge --stoplosses=-0.01,-0.1,-0.001 #min,max,step
-```
-
-### Advanced use of timerange
-
-```bash
-freqtrade edge --timerange=20181110-20181113
-```
-
-Doing `--timerange=-20190901` will get all available data until September 1st (excluding September 1st 2019).
-
-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`
-
-
-[^1]: Question extracted from MIT Opencourseware S096 - Mathematics with applications in Finance: https://ocw.mit.edu/courses/mathematics/18-s096-topics-in-mathematics-with-applications-in-finance-fall-2013/

docs/exchanges.md

@@ -339,13 +339,13 @@ This needs to be configured like this:
 ```json
 "exchange": {
     "name": "hyperliquid",
-    "walletAddress": "your_eth_wallet_address",
+    "walletAddress": "your_eth_wallet_address",  // This should NOT be your API Wallet Address!
     "privateKey": "your_api_private_key",
     // ...
 }
 ```
 
-* walletAddress in hex format: `0x<40 hex characters>` - Can be easily copied from your wallet - and should be your wallet address, not your API Wallet Address.
+* walletAddress in hex format: `0x<40 hex characters>` - Can be easily copied from your wallet - and should be your main wallet address, not your API Wallet Address.
 * privateKey in hex format: `0x<64 hex characters>` - Use the key the API Wallet shows on creation.
 
 Hyperliquid handles deposits and withdrawals on the Arbitrum One chain, a Layer 2 scaling solution built on top of Ethereum. Hyperliquid uses USDC as quote / collateral. The process of depositing USDC on Hyperliquid requires a couple of steps, see [how to start trading](https://hyperliquid.gitbook.io/hyperliquid-docs/onboarding/how-to-start-trading) for details on what steps are needed.
@@ -363,6 +363,50 @@ Hyperliquid handles deposits and withdrawals on the Arbitrum One chain, a Layer
     * Create a different software wallet, only transfer the funds you want to trade with to that wallet, and use that wallet to trade on Hyperliquid.
     * If you have funds you don't want to use for trading (after making a profit for example), transfer them back to your hardware wallet.
 
+### Hyperliquid Vault / Subaccount
+
+Hyperliquid allows you to create either a vault or a subaccount.  
+To use these with Freqtrade, you will need to use the following configuration pattern:
+
+``` json
+"exchange": {
+    "name": "hyperliquid",
+    "walletAddress": "your_vault_address",  // Vault or subaccount address
+    "privateKey": "your_api_private_key",
+    "ccxt_config": {
+        "options": {
+            "vaultAddress": "your_vault_address" // Optional, only if you want to use a vault or subaccount
+        }
+    },
+    // ...
+}
+```
+
+Your balance and trades will now be used from your vault / subaccount - and no longer from your main account.
+
+### Historic Hyperliquid data
+
+The Hyperliquid API does not provide historic data beyond the single call to fetch current data, so downloading data is not possible, as the downloaded data would not constitute proper historic data.
+
+## Bitvavo
+
+If your account is required to use an operatorId, you can set it in the configuration file as follows:
+
+``` json
+"exchange": {
+        "name": "bitvavo",
+        "key": "",
+        "secret": "",
+        "ccxt_config": {
+            "options": {
+                "operatorId": "123567"
+            }
+        },
+   }
+```
+
+Bitvavo expects the `operatorId` to be an integer.
+
 ## 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.

docs/faq.md

@@ -102,6 +102,14 @@ You can use "current" market data by using the [dataprovider](strategy-customiza
 
 You can use the `/stopentry` command in Telegram to prevent future trade entry, followed by `/forceexit all` (sell all open trades).
 
+### I sold the bot's capital and now there's errors in the log
+
+Freqtrade assumes that the trades it opens are managed only though the bot.  
+If you happen to (accidentally) sell the bot's capital, freqtrade will try to recover by trying to re-find on-exchange orders.
+
+This is a best-effort approach, and will not work in all cases, especially when using order types that are not supported by freqtrade (OCO, iceberg, etc.), or when working with older trades (where the exchange no longer provides full order information).
+The exact limits will vary between exchanges - with the details usually being documented in the exchange's API documentation.
+
 ### I want to run multiple bots on the same machine
 
 Please look at the [advanced setup documentation Page](advanced-setup.md#running-multiple-instances-of-freqtrade).
@@ -151,6 +159,14 @@ This warning can point to one of the below problems:
 * Barely traded pair -> Check the pair on the exchange webpage, look at the timeframe your strategy uses. If the pair does not have any volume in some candles (usually visualized with a "volume 0" bar, and a "_" as candle), this pair did not have any trades in this timeframe. These pairs should ideally be avoided, as they can cause problems with order-filling.
 * API problem -> API returns wrong data (this only here for completeness, and should not happen with supported exchanges).
 
+### I get the message "Couldn't reuse watch for xxx" in the log
+
+This is an informational message that the bot tried to use candles from the websocket, but the exchange didn't provide the right information.
+This can happen if there was an interruption to the websocket connection - or if the pair didn't have any trades happen in the timeframe you are using.
+
+Freqtrade will handle this gracefully by falling back to the REST api.
+While this makes the iteration slightly slower (due to the REST Api call) - it will not cause any problems to the bot's operation.
+
 ### I'm getting the "Exchange XXX does not support market orders." message and cannot run my strategy
 
 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 Gate.io).
@@ -219,10 +235,7 @@ On Windows, the `--logfile` option is also supported by Freqtrade and you can us
 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).
+GPU's 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.
 
@@ -271,20 +284,6 @@ Example: 4% profit 650 times vs 0,3% profit a trade 10000 times in a year. If we
 Example:
 `freqtrade --config config.json --strategy SampleStrategy --hyperopt SampleHyperopt -e 1000 --timerange 20190601-20200601`
 
-## Edge module
-
-### Edge implements interesting approach for controlling position size, is there any theory behind it?
-
-The Edge module is mostly a result of brainstorming of [@mishaker](https://github.com/mishaker) and [@creslinux](https://github.com/creslinux) freqtrade team members.
-
-You can find further info on expectancy, win rate, risk management and position size in the following sources:
-
-- https://www.tradeciety.com/ultimate-math-guide-for-traders/
-- https://samuraitradingacademy.com/trading-expectancy/
-- https://www.learningmarkets.com/determining-expectancy-in-your-trading/
-- https://www.lonestocktrader.com/make-money-trading-positive-expectancy/
-- https://www.babypips.com/trading/trade-expectancy-matter
-
 ## Official channels
 
 Freqtrade is using exclusively the following official channels:

docs/freqai-configuration.md

@@ -258,6 +258,8 @@ freqtrade trade --config config_examples/config_freqai.example.json --strategy F
     We do provide an explicit docker-compose file for this in `docker/docker-compose-freqai.yml` - which can be used via `docker compose -f docker/docker-compose-freqai.yml run ...` - or can be copied to replace the original docker file.
     This docker-compose file also contains a (disabled) section to enable GPU resources within docker containers. This obviously assumes the system has GPU resources available.
 
+    PyTorch dropped support for macOS x64 (intel based Apple devices) in version 2.3. Subsequently, freqtrade also dropped support for PyTorch on this platform.
+
 ### Structure
 
 #### Model

docs/freqai-feature-engineering.md

@@ -181,7 +181,7 @@ You can ask for each of the defined features to be included also for informative
 In total, the number of features the user of the presented example strategy has created is: length of `include_timeframes` * no. features in `feature_engineering_expand_*()` * length of `include_corr_pairlist` * no. `include_shifted_candles` * length of `indicator_periods_candles`
  $= 3 * 3 * 3 * 2 * 2 = 108$.
  
- !!! note "Learn more about creative feature engineering"
+!!! note "Learn more about creative feature engineering"
     Check out our [medium article](https://emergentmethods.medium.com/freqai-from-price-to-prediction-6fadac18b665) geared toward helping users learn how to creatively engineer features.
 
 ### Gain finer control over `feature_engineering_*` functions with `metadata`
@@ -310,7 +310,7 @@ class MyCoolTransform(BaseTransform):
 
 If you have created your own custom `IFreqaiModel` with a custom `train()`/`predict()` function, *and* you still rely on `data_cleaning_train/predict()`, then you will need to migrate to the new pipeline. If your model does *not* rely on `data_cleaning_train/predict()`, then you do not need to worry about this migration.
 
-More details about the migration can be found [here](strategy_migration.md#freqai---new-data-pipeline).
+More details about the migration can be found [here](strategy_migration.md#freqai-new-data-pipeline).
 
 ## Outlier detection
 

docs/freqai.md

@@ -79,7 +79,7 @@ pip install -r requirements-freqai.txt
 If you are using docker, a dedicated tag with FreqAI dependencies is available as `:freqai`. As such - you can replace the image line in your docker compose file with `image: freqtradeorg/freqtrade:stable_freqai`. This image contains the regular FreqAI dependencies. Similar to native installs, Catboost will not be available on ARM based devices. If you would like to use PyTorch or Reinforcement learning, you should use the torch or RL tags, `image: freqtradeorg/freqtrade:stable_freqaitorch`, `image: freqtradeorg/freqtrade:stable_freqairl`.
 
 !!! note "docker-compose-freqai.yml"
-   We do provide an explicit docker-compose file for this in `docker/docker-compose-freqai.yml` - which can be used via `docker compose -f docker/docker-compose-freqai.yml run ...` - or can be copied to replace the original docker file. This docker-compose file also contains a (disabled) section to enable GPU resources within docker containers. This obviously assumes the system has GPU resources available.
+    We do provide an explicit docker-compose file for this in `docker/docker-compose-freqai.yml` - which can be used via `docker compose -f docker/docker-compose-freqai.yml run ...` - or can be copied to replace the original docker file. This docker-compose file also contains a (disabled) section to enable GPU resources within docker containers. This obviously assumes the system has GPU resources available.
 
 ### FreqAI position in open-source machine learning landscape
 

docs/hyperopt.md

@@ -1,10 +1,10 @@
 # Hyperopt
 
 This page explains how to tune your strategy by finding the optimal
-parameters, a process called hyperparameter optimization. The bot uses algorithms included in the `scikit-optimize` package to accomplish this.
+parameters, a process called hyperparameter optimization. The bot uses algorithms included in the `optuna` package to accomplish this.
 The search will burn all your CPU cores, make your laptop sound like a fighter jet and still take a long time.
 
-In general, the search for best parameters starts with a few random combinations (see [below](#reproducible-results) for more details) and then uses Bayesian search with a ML regressor algorithm (currently ExtraTreesRegressor) to quickly find a combination of parameters in the search hyperspace that minimizes the value of the [loss function](#loss-functions).
+In general, the search for best parameters starts with a few random combinations (see [below](#reproducible-results) for more details) and then uses one of optuna's sampler algorithms (currently NSGAIIISampler) to quickly find a combination of parameters in the search hyperspace that minimizes the value of the [loss function](#loss-functions).
 
 Hyperopt requires historic data to be available, just as backtesting does (hyperopt runs backtesting many times with different parameters).
 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.
@@ -471,6 +471,7 @@ Currently, the following loss functions are builtin:
 * `SortinoHyperOptLossDaily` - optimizes Sortino Ratio calculated on **daily** trade returns relative to **downside** standard deviation.
 * `MaxDrawDownHyperOptLoss` - Optimizes Maximum absolute drawdown.
 * `MaxDrawDownRelativeHyperOptLoss` -  Optimizes both maximum absolute drawdown while also adjusting for maximum relative drawdown.
+* `MaxDrawDownPerPairHyperOptLoss` - Calculates the profit/drawdown ratio per pair and returns the worst result as objective, forcing hyperopt to optimize the parameters for all pairs in the pairlist. This way, we prevent one or more pairs with good results from inflating the metrics, while the pairs with poor results are not represented and therefore not optimized.
 * `CalmarHyperOptLoss` - Optimizes Calmar Ratio calculated on trade returns relative to max drawdown.
 * `ProfitDrawDownHyperOptLoss` - Optimizes by max Profit & min Drawdown objective. `DRAWDOWN_MULT` variable within the hyperoptloss file can be adjusted to be stricter or more flexible on drawdown purposes.
 * `MultiMetricHyperOptLoss` -  Optimizes by several key metrics to achieve balanced performance. The primary focus is on maximizing Profit and minimizing Drawdown, while also considering additional metrics such as Profit Factor, Expectancy Ratio and Winrate. Moreover, it applies a penalty for epochs with a low number of trades, encouraging strategies with adequate trade frequency.
@@ -489,6 +490,8 @@ freqtrade hyperopt --config config.json --hyperopt-loss <hyperoptlossname> --str
 ```
 
 The `-e` option will set how many evaluations hyperopt will do. Since hyperopt uses Bayesian search, running too many epochs at once may not produce greater results. Experience has shown that best results are usually not improving much after 500-1000 epochs.  
+The `--early-stop` option will set after how many epochs with no improvements hyperopt will stop. A good value is 20-30% of the total epochs. Any value greater than 0 and lower than 20 it will be replaced by 20. Early stop is by default disabled (`--early-stop=0`)
+
 Doing multiple runs (executions) with a few 1000 epochs and different random state will most likely produce different results.
 
 The `--spaces all` option determines that all possible parameters should be optimized. Possibilities are listed below.
@@ -531,7 +534,7 @@ Legal values are:
 * `trailing`: search for the best trailing stop values
 * `trades`: search for the best max open trades values
 * `protection`: search for the best protection parameters (read the [protections section](#optimizing-protections) on how to properly define these)
-* `default`: `all` except `trailing` and `protection`
+* `default`: `all` except `trailing`, `trades` and `protection`
 * space-separated list of any of the above values for example `--spaces roi stoploss`
 
 The default Hyperopt Search Space, used when no `--space` command line option is specified, does not include the `trailing` hyperspace. We recommend you to run optimization for the `trailing` hyperspace separately, when the best parameters for other hyperspaces were found, validated and pasted into your custom strategy.

docs/includes/pairlists.md

@@ -44,9 +44,24 @@ You may also use something like `.*DOWN/BTC` or `.*UP/BTC` to exclude leveraged
 
 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`.
+It uses configuration from `exchange.pair_whitelist` and `exchange.pair_blacklist`, which in the below example, will trade BTC/USDT and ETH/USDT - and will prevent BNB/USDT trading.
+
+Both `pair_*list` parameters support regex - so values like  `.*/USDT` would enable trading all pairs that are not in the blacklist.
 
 ```json
+"exchange": {
+    "name": "...",
+    // ... 
+    "pair_whitelist": [
+        "BTC/USDT",
+        "ETH/USDT",
+        // ...
+    ],
+    "pair_blacklist": [
+        "BNB/USDT",
+        // ...
+    ]
+},
 "pairlists": [
     {"method": "StaticPairList"}
 ],
@@ -377,6 +392,9 @@ If an incorrect category string is chosen, the plugin will print the available c
 !!! Warning "Many categories"
     Each added category corresponds to one API call to CoinGecko. The more categories you add, the longer the pairlist generation will take, potentially causing rate limit issues.
 
+!!! Danger "Duplicate symbols in coingecko"
+    Coingecko often has duplicate symbols, where the same symbol is used for different coins. Freqtrade will use the symbol as is and try to search for it on the exchange. If the symbol exists - it will be used. Freqtrade will however not check if the _intended_ symbol is the one coingecko meant. This can sometimes lead to unexpected results, especially on low volume coins or with meme coin categories.
+
 #### AgeFilter
 
 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).

docs/includes/showcase.md

@@ -3,7 +3,7 @@ This section will highlight a few projects from members of the community.
     The projects below are for the most part not maintained by the freqtrade , therefore use your own caution before using them.
 
 - [Example freqtrade strategies](https://github.com/freqtrade/freqtrade-strategies/)
-- [FrequentHippo - Grafana dashboard with dry/live runs and backtests](http://frequenthippo.ddns.net:3000/) (by hippocritical).
+- [FrequentHippo - Statistics of dry/live runs and backtests](http://frequenthippo.ddns.net) (by hippocritical).
 - [Online pairlist generator](https://remotepairlist.com/) (by Blood4rc).
 - [Freqtrade Backtesting Project](https://strat.ninja/) (by Blood4rc).
 - [Freqtrade analysis notebook](https://github.com/froggleston/freqtrade_analysis_notebook) (by Froggleston).

docs/includes/strategy-exit-comparisons.md

@@ -0,0 +1,18 @@
+## Exit logic comparisons
+
+Freqtrade allows your strategy to implement different exit logic using signal-based or callback-based functions.
+This section aims to compare each different function, helping you to choose the one that best fits your needs.
+
+* **`populate_exit_trend()`** - Vectorized signal-based exit logic using indicators in the main dataframe
+  ✅ **Use** to define exit signals based on indicators or other data that can be calculated in a vectorized manner.
+  🚫 **Don't use** to customize exit conditions for each individual trade, or if trade data is necessary to make an exit decision.
+* **`custom_exit()`** - Custom exit logic that will fully exit a trade immediately, called for every open trade at every bot loop iteration until a trade is closed.
+  ✅ **Use** to specify exit conditions for each individual trade (including any additional adjusted orders using `adjust_trade_position()`), or if trade data is necessary to make an exit decision, e.g. using profit data to exit.
+  🚫 **Don't use** when you want to exit using vectorised indicator-based data (use a `populate_exit_trend()` signal instead), or as a proxy for `custom_stoploss()`, and be aware that rate-based exits in backtesting can be inaccurate.
+* **`custom_stoploss()`** - Custom trailing stoploss, called for every open trade every iteration until a trade is closed. The value returned here is also used for [stoploss on exchange](stoploss.md#stop-loss-on-exchangefreqtrade).  
+  ✅ **Use** to customize the stoploss logic to set a dynamic stoploss based on trade data or other conditions.
+  🚫 **Don't use** to exit a trade immediately based on a specific condition. Use `custom_exit()` for that purpose.
+* **`custom_roi()`** - Custom ROI, called for every open trade every iteration until a trade is closed.
+  ✅ **Use** to specify a minimum ROI threshold ("take-profit") to exit a trade at this ROI level at some point within the trade duration, based on profit or other conditions.
+  🚫 **Don't use** to exit a trade immediately based on a specific condition. Use `custom_exit()`.
+  🚫 **Don't use** for static ROI. Use `minimal_roi`.

docs/index.md

@@ -1,14 +1,14 @@
 ![freqtrade](assets/freqtrade_poweredby.svg)
 
-[![Freqtrade CI](https://github.com/freqtrade/freqtrade/workflows/Freqtrade%20CI/badge.svg)](https://github.com/freqtrade/freqtrade/actions/)
+[![Freqtrade CI](https://github.com/freqtrade/freqtrade/actions/workflows/ci.yml/badge.svg?branch=develop)](https://github.com/freqtrade/freqtrade/actions/)
 [![DOI](https://joss.theoj.org/papers/10.21105/joss.04864/status.svg)](https://doi.org/10.21105/joss.04864)
 [![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>
-<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>
-<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>
+<!-- GitHub action buttons -->
+[:octicons-star-16: Star](https://github.com/freqtrade/freqtrade){ .md-button .md-button--sm }
+[:octicons-repo-forked-16: Fork](https://github.com/freqtrade/freqtrade/fork){ .md-button .md-button--sm }
+[:octicons-download-16: Download](https://github.com/freqtrade/freqtrade/archive/stable.zip){ .md-button .md-button--sm }
 
 ## Introduction
 
@@ -31,7 +31,6 @@ Freqtrade is a free and open source crypto trading bot written in Python. It is
 - Optimize: Find the best parameters for your strategy using hyperoptimization which employs machine learning methods. You can optimize buy, sell, take profit (ROI), stop-loss and trailing stop-loss parameters for your strategy.
 - Select markets: Create your static list or use an automatic one based on top traded volumes and/or prices (not available during backtesting). You can also explicitly blacklist markets you don't want to trade.
 - Run: Test your strategy with simulated money (Dry-Run mode) or deploy it with real money (Live-Trade mode).
-- Run using Edge (optional module): The concept is to find the best historical [trade expectancy](edge.md#expectancy) by markets based on variation of the stop-loss and then allow/reject markets to trade. The sizing of the trade is based on a risk of a percentage of your capital.
 - Control/Monitor: Use Telegram or a WebUI (start/stop the bot, show profit/loss, daily summary, current open trades results, etc.).
 - Analyze: 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).
 
@@ -88,7 +87,7 @@ To run this bot we recommend you a linux cloud instance with a minimum of:
 
 Alternatively
 
-- Python 3.10+
+- Python 3.11+
 - pip (pip3)
 - git
 - TA-Lib

docs/installation.md

@@ -24,7 +24,7 @@ The easiest way to install and run Freqtrade is to clone the bot Github reposito
     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
-    Python3.10 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.  
+    Python3.11 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"
@@ -42,7 +42,7 @@ These requirements apply to both [Script Installation](#script-installation) and
 
 ### Install guide
 
-* [Python >= 3.10](http://docs.python-guide.org/en/latest/starting/installation/)
+* [Python >= 3.11](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)
@@ -54,7 +54,7 @@ We've included/collected install instructions for Ubuntu, MacOS, and Windows. Th
 OS Specific steps are listed first, the common section below is necessary for all systems.
 
 !!! Note
-    Python3.10 or higher and the corresponding pip are assumed to be available.
+    Python3.11 or higher and the corresponding pip are assumed to be available.
 
 === "Debian/Ubuntu"
     #### Install necessary dependencies
@@ -87,7 +87,7 @@ OS Specific steps are listed first, the common section below is necessary for al
 
 
     ```bash
-    sudo apt-get install python3-venv libatlas-base-dev cmake curl
+    sudo apt-get install python3-venv libatlas-base-dev cmake curl libffi-dev
     # Use piwheels.org to speed up installation
     sudo echo "[global]\nextra-index-url=https://www.piwheels.org/simple" > tee /etc/pip.conf
 
@@ -179,7 +179,7 @@ You can as well update, configure and reset the codebase of your bot with `./scr
 ** --install **
 
 With this option, the script will install the bot and most dependencies:
-You will need to have git and python3.10+ installed beforehand for this to work.
+You will need to have git and python3.11+ installed beforehand for this to work.
 
 * Mandatory software as: `ta-lib`
 * Setup your virtualenv under `.venv/`

docs/lookahead-analysis.md

@@ -1,23 +1,21 @@
 # Lookahead analysis
 
-This page explains how to validate your strategy in terms of look ahead bias.
+This page explains how to validate your strategy in terms of lookahead bias.
 
-Checking look ahead bias is the bane of any strategy since it is sometimes very easy to introduce backtest bias -
-but very hard to detect.
+Lookahead bias is the bane of any strategy since it is sometimes very easy to introduce this bias, but can be very hard to detect.
 
-Backtesting initializes all timestamps at once and calculates all indicators in the beginning.
-This means that if your indicators or entry/exit signals could look into future candles and falsify your backtest.
+Backtesting initializes all timestamps (loads the whole dataframe into memory) and calculates all indicators at once.
+This means that if your indicators or entry/exit signals look into future candles, this will falsify your backtest.
 
-Lookahead-analysis requires historic data to be available.
+The `lookahead-analysis` command 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.
+`lookahead-analysis` also supports freqai strategies.
 
-This command is built upon backtesting since it internally chains backtests and pokes at the strategy to provoke it to show look ahead bias.
-This is done by not looking at the strategy itself - but at the results it returned.
-The results are things like changed indicator-values and moved entries/exits compared to the full backtest.
+This command internally chains backtests and pokes at the strategy to provoke it to show lookahead bias.
+This is done by not looking at the strategy code itself, but at changed indicator values and moved entries/exits compared to the full backtest.
 
-You can use commands of [Backtesting](backtesting.md).
-It also supports the lookahead-analysis of freqai strategies.
+`lookahead-analysis` can use the typical options of [Backtesting](backtesting.md), but forces the following options:
 
 - `--cache` is forced to "none".
 - `--max-open-trades` is forced to be at least equal to the number of pairs.
@@ -25,48 +23,83 @@ It also supports the lookahead-analysis of freqai strategies.
 - `--stake-amount` is forced to be a static 10000 (10k).
 - `--enable-protections` is forced to be off.
 
-Those are set to avoid users accidentally generating false positives.
+These are set to avoid users accidentally generating false positives.
 
 ## Lookahead-analysis command reference
 
 --8<-- "commands/lookahead-analysis.md"
 
-!!! Note ""
-    The above Output was reduced to options `lookahead-analysis` adds on top of regular backtesting commands.
-
-### Summary
-
-Checks a given strategy for look ahead bias via lookahead-analysis
-Look ahead bias means that the backtest uses data from future candles thereby not making it viable beyond backtesting
-and producing false hopes for the one backtesting.
+!!! Note
+    The above output was reduced to options that `lookahead-analysis` adds on top of regular backtesting commands.
 
 ### Introduction
 
-Many strategies - without the programmer knowing - have fallen prey to look ahead bias.
+Many strategies, without the programmer knowing, have fallen prey to lookahead bias.
+This typically makes the strategy backtest look profitable, sometimes to extremes,  but this is not realistic as the strategy is "cheating" by looking at data it would not have in dry or live modes.
 
-Any backtest will populate the full dataframe including all time stamps at the beginning.
+The reason why strategies can "cheat" is because the freqtrade backtesting process populates the full dataframe including all candle timestamps at the outset.
 If the programmer is not careful or oblivious how things work internally 
-(which sometimes can be really hard to find out) then it will just look into the future making the strategy amazing
-but not realistic.
+(which sometimes can be really hard to find out) then the strategy will look into the future.
 
-This command is made to try to verify the validity in the form of the aforementioned look ahead bias.
+This command is made to try to verify the validity in the form of the aforementioned lookahead bias.
 
 ### How does the command work?
 
 It will start with a backtest of all pairs to generate a baseline for indicators and entries/exits.
-After the backtest ran, it will look if the `minimum-trade-amount` is met
-and if not cancel the lookahead-analysis for this strategy.
+After this initial backtest runs, it will look if the `minimum-trade-amount` is met and if not cancel the lookahead-analysis for this strategy.  
+If this happens, use a wider timerange to get more trades for the analysis, or use a timerange where more trades occur.
 
-After setting the baseline it will then do additional runs for every entry and exit separately.
-When a verification-backtest is done, it will compare the indicators as the signal (either entry or exit) and report the bias.
-After all signals have been verified or falsified a result-table will be generated for the user to see.
+After setting the baseline it will then do additional backtest runs for every entry and exit separately.  
+When these verification backtests complete, it will compare the indicators at the signal candles (both entry or exit)
+and report the bias.  
+After all signals have been verified or falsified a result table will be generated for the user to see.
+
+### How to find and remove bias? How can I salvage a biased strategy?
+
+If you found a biased strategy online and want to have the same results, just without bias,
+then you will be out of luck most of the time.
+Usually the bias in the strategy is THE driving factor for "too good to be true" profits.
+Removing conditions or indicators that push the profits up from bias will usually make the strategy significantly worse.
+You might be able to salvage it partially if the biased indicators or conditions are not the core of the strategy, or there
+are other entry and exit signals that are not biased.
+
+### Examples of lookahead-bias
+
+- `shift(-10)` looks 10 candles into the future.
+- Using `iloc[]` in populate_* functions to access a specific row in the dataframe.
+- For-loops are prone to introduce lookahead bias if you don't tightly control which numbers are looped through.
+- Aggregation functions like `.mean()`, `.min()` and `.max()`, without a rolling window,
+  will calculate the value over the **whole** dataframe, so the signal candle will "see" a value including future candles.
+  A non-biased example would be to look back candles using `rolling()` instead:
+  e.g. `dataframe['volume_mean_12'] = dataframe['volume'].rolling(12).mean()`
+- `ta.MACD(dataframe, 12, 26, 1)` will introduce bias with a signalperiod of 1.
+
+### What do the columns in the results table mean?
+
+- `filename`: name of the checked strategy file
+- `strategy`: checked strategy class name
+- `has_bias`: result of the lookahead-analysis. `No` would be good, `Yes` would be bad.
+- `total_signals`: number of checked signals (default is 20)
+- `biased_entry_signals`: found bias in that many entries
+- `biased_exit_signals`: found bias in that many exits
+- `biased_indicators`: shows you the indicators themselves that are defined in populate_indicators
+
+You might get false positives in the `biased_exit_signals` if you have biased entry signals paired with those exits.
+However, a biased entry will usually result in a biased exit too,
+even if the exit itself does not produce the bias -
+especially if your entry and exit conditions use the same biased indicator.
+
+**Address the bias in the entries first, then address the exits.**
 
 ### Caveats
 
 - `lookahead-analysis` can only verify / falsify the trades it calculated and verified.
-If the strategy has many different signals / signal types, it's up to you to select appropriate parameters to ensure that all signals have triggered at least once. Not triggered signals will not have been verified.
-This could lead to a false-negative (the strategy will then be reported as non-biased).
-- `lookahead-analysis` has access to everything that backtesting has too.
-Please don't provoke any configs like enabling position stacking.
-If you decide to do so, then make doubly sure that you won't ever run out of `max_open_trades` amount and neither leftover money in your wallet.
-- In the results table, the `biased_indicators` column will falsely flag FreqAI target indicators defined in `set_freqai_targets()` as biased. These are not biased and can safely be ignored.
+If the strategy has many different signals / signal types, it's up to you to select appropriate parameters to ensure that all signals have triggered at least once. Signals that are not triggered will not have been verified.  
+This would lead to a false-negative, i.e. the strategy will be reported as non-biased.
+- `lookahead-analysis` has access to the same backtesting options and this can introduce problems.
+Please don't use any options like enabling position stacking as this will distort the number of checked signals.
+If you decide to do so, then make doubly sure that you won't ever run out of `max_open_trades` slots, 
+and that you have enough capital in the backtest wallet configuration.
+- In the results table, the `biased_indicators` column 
+will falsely flag FreqAI target indicators defined in `set_freqai_targets()` as biased.  
+**These are not biased and can safely be ignored.**

docs/overrides/main.html

@@ -37,7 +37,6 @@
     {{ 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>
 

docs/producer-consumer.md

@@ -50,6 +50,7 @@ Enable subscribing to an instance by adding the `external_message_consumer` sect
 | `ping_timeout` | Ping timeout <br>*Defaults to `10`.*<br> **Datatype:** Integer - in seconds.
 | `sleep_time` | Sleep time before retrying to connect.<br>*Defaults to `10`.*<br> **Datatype:** Integer - in seconds.
 | `remove_entry_exit_signals` | Remove signal columns from the dataframe (set them to 0) on dataframe receipt.<br>*Defaults to `false`.*<br> **Datatype:** Boolean.
+| `initial_candle_limit` | Initial candles to expect from the Producer.<br>*Defaults to `1500`.*<br> **Datatype:** Integer - Number of candles.
 | `message_size_limit` | Size limit per message<br>*Defaults to `8`.*<br> **Datatype:** Integer - Megabytes.
 
 Instead of (or as well as) calculating indicators in `populate_indicators()` the follower instance listens on the connection to a producer instance's messages (or multiple producer instances in advanced configurations) and requests the producer's most recently analyzed dataframes for each pair in the active whitelist.

docs/requirements-docs.txt

@@ -1,7 +1,7 @@
-markdown==3.7
+markdown==3.8.2
 mkdocs==1.6.1
-mkdocs-material==9.5.50
+mkdocs-material==9.6.16
 mdx_truly_sane_lists==1.3
-pymdown-extensions==10.14.1
-jinja2==3.1.5
+pymdown-extensions==10.16
+jinja2==3.1.6
 mike==2.1.3

docs/rest-api.md

@@ -190,9 +190,6 @@ delete_trade
 
         :param trade_id: Deletes the trade with this ID from the database.
 
-edge
-	Return information about edge.
-
 forcebuy
 	Buy an asset.
 
@@ -268,6 +265,9 @@ show_config
 start
 	Start the bot if it's in the stopped state.
 
+pause
+	Pause the bot if it's in the running state. If triggered on stopped state will handle open positions.
+
 stats
 	Return the stats report (durations, sell-reasons).
 
@@ -302,6 +302,19 @@ trades
         :param limit: Limits trades to the X last trades. Max 500 trades.
         :param offset: Offset by this amount of trades.
 
+list_open_trades_custom_data
+    Return a dict containing open trades custom-datas
+
+        :param key: str, optional - Key of the custom-data
+        :param limit: Limits trades to X trades.
+        :param offset: Offset by this amount of trades.
+
+list_custom_data
+    Return a dict containing custom-datas of a specified trade
+
+        :param trade_id: int - ID of the trade
+        :param key: str, optional - Key of the custom-data
+
 version
 	Return the version of the bot.
 
@@ -320,6 +333,7 @@ All endpoints in the below table need to be prefixed with the base URL of the AP
 |-----------|--------|--------------------------|
 | `/ping` | GET | Simple command testing the API Readiness - requires no authentication.
 | `/start` | POST | Starts the trader.
+| `/pause` | POST | Pause the trader. Gracefully handle open trades according to their rules. Do not enter new positions.
 | `/stop` | POST | Stops the trader.
 | `/stopbuy` | POST | Stops the trader from opening new trades. Gracefully closes open trades according to their rules.
 | `/reload_config` | POST | Reloads the configuration file.
@@ -351,7 +365,6 @@ All endpoints in the below table need to be prefixed with the base URL of the AP
 | `/blacklist` | GET | Show the current blacklist.
 | `/blacklist` | POST | Adds the specified pair to the blacklist.<br/>*Params:*<br/>- `pair` (`str`)
 | `/blacklist` | DELETE | Deletes the specified list of pairs from the blacklist.<br/>*Params:*<br/>- `[pair,pair]` (`list[str]`) 
-| `/edge` | GET | Show validated pairs by Edge if it is enabled.
 | `/pair_candles` | GET | Returns dataframe for a pair / timeframe combination while the bot is running. **Alpha**
 | `/pair_candles` | POST | Returns dataframe for a pair / timeframe combination while the bot is running, filtered by a provided list of columns to return. **Alpha**<br/>*Params:*<br/>- `<column_list>` (`list[str]`)
 | `/pair_history` | GET | Returns an analyzed dataframe for a given timerange, analyzed by a given strategy. **Alpha**

docs/stoploss.md

@@ -154,10 +154,10 @@ For example, simplified math:
 
 In summary: The stoploss will be adjusted to be always be -10% of the highest observed price.
 
-### Trailing stop loss, custom positive loss
+### Trailing stop loss, different positive loss
 
-You could also have a default stop loss when you are in the red with your buy (buy - fee), but once you hit a positive result (or an offset you define) the system will utilize a new stop loss, which can have a different value.
-For example, your default stop loss is -10%, but once you have more than 0% profit (example 0.1%) a different trailing stoploss will be used.
+You could also have a default stop loss when you are in the red with your buy (buy - fee), but once you hit a positive result (or an offset you define) the system will utilize a new stop loss, with a different value.
+For example, your default stop loss is -10%, but once you have reached profitability (example 0.1%) a different trailing stoploss will be used.
 
 !!! Note
     If you want the stoploss to only be changed when you break even of making a profit (what most users want) please refer to next section with [offset enabled](#trailing-stop-loss-only-once-the-trade-has-reached-a-certain-offset).
@@ -208,7 +208,9 @@ Before this, `stoploss` is used for the trailing stoploss.
 
 You can also keep a static stoploss until the offset is reached, and then trail the trade to take profits once the market turns.
 
-If `trailing_only_offset_is_reached = True` then the trailing stoploss is only activated once the offset is reached. Until then, the stoploss remains at the configured `stoploss`.
+If `trailing_only_offset_is_reached = True` then the trailing stoploss is only activated once the offset is reached. Until then, the stoploss remains at the configured `stoploss` and is not trailing.
+Leaving this value as `trailing_only_offset_is_reached=False` will allow the trailing stoploss to start trailing as soon as the asset price increases above the initial entry price.
+
 This option can be used with or without `trailing_stop_positive`, but uses `trailing_stop_positive_offset` as offset.
 
 Configuration (offset is buy-price + 3%):
@@ -254,4 +256,4 @@ The new stoploss value will be applied to open trades (and corresponding log-mes
 
 ### Limitations
 
-Stoploss values cannot be changed if `trailing_stop` is enabled and the stoploss has already been adjusted, or if [Edge](edge.md) is enabled (since Edge would recalculate stoploss based on the current market situation).
+Stoploss values cannot be changed if `trailing_stop` is enabled and the stoploss has already been adjusted.

docs/strategy-101.md

@@ -79,6 +79,8 @@ import talib.abstract as ta
 
 class MyStrategy(IStrategy):
 
+    timeframe = '15m'
+
     # set the initial stoploss to -10%
     stoploss = -0.10
 
@@ -163,18 +165,23 @@ If there is any significant difference, verify that your entry and exit signals
 
 ## Controlling or monitoring a running bot
 
-Once your bot is running in dry or live mode, Freqtrade has five mechanisms to control or monitor a running bot:
+Once your bot is running in dry or live mode, Freqtrade has six mechanisms to control or monitor a running bot:
 
 - **[FreqUI](freq-ui.md)**: The easiest to get started with, FreqUI is a web interface to see and control current activity of your bot.
 - **[Telegram](telegram-usage.md)**: On mobile devices, Telegram integration is available to get alerts about your bot activity and to control certain aspects.
 - **[FTUI](https://github.com/freqtrade/ftui)**: FTUI is a terminal (command line) interface to Freqtrade, and allows monitoring of a running bot only.
-- **[REST API](rest-api.md)**: The REST API allows programmers to develop their own tools to interact with a Freqtrade bot.
+- **[freqtrade-client](rest-api.md#consuming-the-api)**: A python implementation of the REST API, making it easy to make requests and consume bot responses from your python apps or the command line.
+- **[REST API endpoints](rest-api.md#available-endpoints)**: The REST API allows programmers to develop their own tools to interact with a Freqtrade bot.
 - **[Webhooks](webhook-config.md)**: Freqtrade can send information to other services, e.g. discord, by webhooks.
 
 ### Logs
 
 Freqtrade generates extensive debugging logs to help you understand what's happening. Please familiarise yourself with the information and error messages you might see in your bot logs.
 
+Logging by default occurs on standard out (the command line). If you want to write out to a file instead, many freqtrade commands, including the `trade` command, accept the `--logfile` option to write to a file.
+
+Check the [FAQ](faq.md#how-do-i-search-the-bot-logs-for-something) for examples.
+
 ## Final Thoughts
 
 Algo trading is difficult, and most public strategies are not good performers due to the time and effort to make a strategy work profitably in multiple scenarios.

docs/strategy-advanced.md

@@ -174,17 +174,27 @@ class AwesomeStrategy(IStrategy):
 
 ## Enter Tag
 
-When your strategy has multiple buy signals, you can name the signal that triggered.
-Then you can access your buy signal on `custom_exit`
+When your strategy has multiple entry signals, you can name the signal that triggered.
+Then you can access your entry signal on `custom_exit`
 
 ```python
 def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+    dataframe["enter_tag"] = ""
+    signal_rsi = (qtpylib.crossed_above(dataframe["rsi"], 35))
+    signal_bblower = (dataframe["bb_lowerband"] < dataframe["close"])
+    # Additional conditions
     dataframe.loc[
         (
-            (dataframe['rsi'] < 35) &
-            (dataframe['volume'] > 0)
-        ),
-        ['enter_long', 'enter_tag']] = (1, 'buy_signal_rsi')
+            signal_rsi
+            | signal_bblower
+            # ... additional signals to enter a long position
+        )
+        & (dataframe["volume"] > 0)
+            , "enter_long"
+        ] = 1
+    # Concatenate the tags so all signals are kept
+    dataframe.loc[signal_rsi, "enter_tag"] += "long_signal_rsi "
+    dataframe.loc[signal_bblower, "enter_tag"] += "long_signal_bblower "
 
     return dataframe
 
@@ -192,14 +202,17 @@ def custom_exit(self, pair: str, trade: Trade, current_time: datetime, current_r
                 current_profit: float, **kwargs):
     dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
     last_candle = dataframe.iloc[-1].squeeze()
-    if trade.enter_tag == 'buy_signal_rsi' and last_candle['rsi'] > 80:
-        return 'sell_signal_rsi'
+    if "long_signal_rsi" in trade.enter_tag and last_candle["rsi"] > 80:
+        return "exit_signal_rsi"
+    if "long_signal_bblower" in trade.enter_tag and last_candle["high"] > last_candle["bb_upperband"]:
+        return "exit_signal_bblower"
+    # ...
     return None
 
 ```
 
 !!! Note
-    `enter_tag` is limited to 100 characters, remaining data will be truncated.
+    `enter_tag` is limited to 255 characters, remaining data will be truncated.
 
 !!! Warning
     There is only one `enter_tag` column, which is used for both long and short trades.
@@ -213,17 +226,27 @@ Similar to [Entry Tagging](#enter-tag), you can also specify an exit tag.
 
 ``` python
 def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+    dataframe["exit_tag"] = ""
+    rsi_exit_signal = (dataframe["rsi"] > 70)
+    ema_exit_signal  = (dataframe["ema20"] < dataframe["ema50"])
+    # Additional conditions
     dataframe.loc[
         (
-            (dataframe['rsi'] > 70) &
-            (dataframe['volume'] > 0)
-        ),
-        ['exit_long', 'exit_tag']] = (1, 'exit_rsi')
+            rsi_exit_signal
+            | ema_exit_signal
+            # ... additional signals to exit a long position
+        ) &
+        (dataframe["volume"] > 0)
+        ,
+    "exit_long"] = 1
+    # Concatenate the tags so all signals are kept
+    dataframe.loc[rsi_exit_signal, "exit_tag"] += "exit_signal_rsi "
+    dataframe.loc[rsi_exit_signal2, "exit_tag"] += "exit_signal_rsi "
 
     return dataframe
 ```
 
-The provided exit-tag is then used as sell-reason - and shown as such in backtest results.
+The provided exit-tag is then used as exit-reason - and shown as such in backtest results.
 
 !!! Note
     `exit_reason` is limited to 100 characters, remaining data will be truncated.

docs/strategy-callbacks.md

@@ -12,6 +12,7 @@ Currently available callbacks:
 * [`custom_stake_amount()`](#stake-size-management)
 * [`custom_exit()`](#custom-exit-signal)
 * [`custom_stoploss()`](#custom-stoploss)
+* [`custom_roi()`](#custom-roi)
 * [`custom_entry_price()` and `custom_exit_price()`](#custom-order-price-rules)
 * [`check_entry_timeout()` and `check_exit_timeout()`](#custom-order-timeout-rules)
 * [`confirm_trade_entry()`](#trade-entry-buy-order-confirmation)
@@ -26,6 +27,9 @@ Currently available callbacks:
 
 --8<-- "includes/strategy-imports.md"
 
+--8<-- "includes/strategy-exit-comparisons.md"
+
+
 ## Bot start
 
 A simple callback which is called once when the strategy is loaded.
@@ -121,7 +125,7 @@ Freqtrade will fall back to the `proposed_stake` value should your code raise an
 
 Called for open trade every throttling iteration (roughly every 5 seconds) until a trade is closed.
 
-Allows to define custom exit signals, indicating that specified position should be sold. This is very useful when we need to customize exit conditions for each individual trade, or if you need trade data to make an exit decision.
+Allows to define custom exit signals, indicating that specified position should be closed (full exit). This is very useful when we need to customize exit conditions for each individual trade, or if you need trade data to make an exit decision.
 
 For example you could implement a 1:2 risk-reward ROI with `custom_exit()`.
 
@@ -178,6 +182,8 @@ Returning `None` will be interpreted as "no desire to change", and is the only s
 
 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-exchangefreqtrade)).
 
+If you're on futures markets, please take note of the [stoploss and leverage](stoploss.md#stoploss-and-leverage) section, as the stoploss value returned from `custom_stoploss` is the risk for this trade - not the relative price movement.
+
 !!! 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.
 
@@ -233,7 +239,7 @@ class AwesomeStrategy(IStrategy):
         :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
+        return -0.04 * trade.leverage
 ```
 
 #### Time based trailing stop
@@ -255,9 +261,9 @@ class AwesomeStrategy(IStrategy):
 
         # 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
+            return -0.05 * trade.leverage
         elif current_time - timedelta(minutes=60) > trade.open_date_utc:
-            return -0.10
+            return -0.10 * trade.leverage
         return None
 ```
 
@@ -284,9 +290,9 @@ class AwesomeStrategy(IStrategy):
             return stoploss_from_open(0.10, current_profit, is_short=trade.is_short, leverage=trade.leverage)
         # 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
+            return -0.05 * trade.leverage
         elif current_time - timedelta(minutes=60) > trade.open_date_utc:
-            return -0.10
+            return -0.10 * trade.leverage
         return None
 ```
 
@@ -309,10 +315,10 @@ class AwesomeStrategy(IStrategy):
                         **kwargs) -> float | None:
 
         if pair in ("ETH/BTC", "XRP/BTC"):
-            return -0.10
+            return -0.10 * trade.leverage
         elif pair in ("LTC/BTC"):
-            return -0.05
-        return -0.15
+            return -0.05 * trade.leverage
+        return -0.15 * trade.leverage
 ```
 
 #### Trailing stoploss with positive offset
@@ -341,7 +347,7 @@ class AwesomeStrategy(IStrategy):
         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)
+        return max(min(desired_stoploss, 0.05), 0.025) * trade.leverage
 ```
 
 #### Stepped stoploss
@@ -497,6 +503,135 @@ The helper function `stoploss_from_absolute()` can be used to convert from an ab
 
 ---
 
+## Custom ROI
+
+Called for open trade every iteration (roughly every 5 seconds) until a trade is closed.
+
+The usage of the custom ROI method must be enabled by setting `use_custom_roi=True` on the strategy object.
+
+This method allows you to define a custom minimum ROI threshold for exiting a trade, expressed as a ratio (e.g., `0.05` for 5% profit). If both `minimal_roi` and `custom_roi` are defined, the lower of the two thresholds will trigger an exit. For example, if `minimal_roi` is set to `{"0": 0.10}` (10% at 0 minutes) and `custom_roi` returns `0.05`, the trade will exit when the profit reaches 5%. Also, if `custom_roi` returns `0.10` and `minimal_roi` is set to `{"0": 0.05}` (5% at 0 minutes), the trade will be closed when the profit reaches 5%.
+
+The method must return a float representing the new ROI threshold as a ratio, or `None` to fall back to the `minimal_roi` logic. Returning `NaN` or `inf` values is considered invalid and will be treated as `None`, causing the bot to use the `minimal_roi` configuration.
+
+### Custom ROI examples
+
+The following examples illustrate how to use the `custom_roi` function to implement different ROI logics.
+
+#### Custom ROI per side
+
+Use different ROI thresholds depending on the `side`. In this example, 5% for long entries and 2% for short entries.
+
+```python
+# Default imports
+
+class AwesomeStrategy(IStrategy):
+
+    use_custom_roi = True
+
+    # ... populate_* methods
+
+    def custom_roi(self, pair: str, trade: Trade, current_time: datetime, trade_duration: int,
+                   entry_tag: str | None, side: str, **kwargs) -> float | None:
+        """
+        Custom ROI logic, returns a new minimum ROI threshold (as a ratio, e.g., 0.05 for +5%).
+        Only called when use_custom_roi is set to True.
+
+        If used at the same time as minimal_roi, an exit will be triggered when the lower
+        threshold is reached. Example: If minimal_roi = {"0": 0.01} and custom_roi returns 0.05,
+        an exit will be triggered if profit reaches 5%.
+
+        :param pair: Pair that's currently analyzed.
+        :param trade: trade object.
+        :param current_time: datetime object, containing the current datetime.
+        :param trade_duration: Current trade duration in minutes.
+        :param entry_tag: Optional entry_tag (buy_tag) if provided with the buy signal.
+        :param side: 'long' or 'short' - indicating the direction of the current trade.
+        :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
+        :return float: New ROI value as a ratio, or None to fall back to minimal_roi logic.
+        """
+        return 0.05 if side == "long" else 0.02
+```
+
+#### Custom ROI per pair
+
+Use different ROI thresholds depending on the `pair`.
+
+```python
+# Default imports
+
+class AwesomeStrategy(IStrategy):
+
+    use_custom_roi = True
+
+    # ... populate_* methods
+
+    def custom_roi(self, pair: str, trade: Trade, current_time: datetime, trade_duration: int,
+                   entry_tag: str | None, side: str, **kwargs) -> float | None:
+
+        stake = trade.stake_currency
+        roi_map = {
+            f"BTC/{stake}": 0.02, # 2% for BTC
+            f"ETH/{stake}": 0.03, # 3% for ETH
+            f"XRP/{stake}": 0.04, # 4% for XRP
+        }
+
+        return roi_map.get(pair, 0.01) # 1% for any other pair
+```
+
+#### Custom ROI per entry tag
+
+Use different ROI thresholds depending on the `entry_tag` provided with the buy signal.
+
+```python
+# Default imports
+
+class AwesomeStrategy(IStrategy):
+
+    use_custom_roi = True
+
+    # ... populate_* methods
+
+    def custom_roi(self, pair: str, trade: Trade, current_time: datetime, trade_duration: int,
+                   entry_tag: str | None, side: str, **kwargs) -> float | None:
+
+        roi_by_tag = {
+            "breakout": 0.08,       # 8% if tag is "breakout"
+            "rsi_overbought": 0.05, # 5% if tag is "rsi_overbought"
+            "mean_reversion": 0.03, # 3% if tag is "mean_reversion"
+        }
+
+        return roi_by_tag.get(entry_tag, 0.01)  # 1% if tag is unknown
+```
+
+#### Custom ROI based on ATR
+
+ROI value may be derived from indicators stored in dataframe. This example uses the ATR ratio as ROI.
+
+``` python
+# Default imports
+# <...>
+import talib.abstract as ta
+
+class AwesomeStrategy(IStrategy):
+
+    use_custom_roi = True
+
+    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        # <...>
+        dataframe["atr"] = ta.ATR(dataframe, timeperiod=10)
+
+    def custom_roi(self, pair: str, trade: Trade, current_time: datetime, trade_duration: int,
+                   entry_tag: str | None, side: str, **kwargs) -> float | None:
+
+        dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
+        last_candle = dataframe.iloc[-1].squeeze()
+        atr_ratio = last_candle["atr"] / last_candle["close"]
+
+        return atr_ratio # Returns the ATR value as ratio
+```
+
+---
+
 ## 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.
@@ -758,7 +893,7 @@ For performance reasons, it's disabled by default and freqtrade will show a warn
 
 Additional orders also result in additional fees and those orders don't count towards `max_open_trades`.
 
-This callback is also called when there is an open order (either buy or sell) waiting for execution - and will cancel the existing open order to place a new order if the amount, price or direction is different.
+This callback is also called when there is an open order (either buy or sell) waiting for execution - and will cancel the existing open order to place a new order if the amount, price or direction is different. Also partially filled orders will be canceled, and will be replaced with the new amount as returned by the callback.
 
 `adjust_trade_position()` is called very frequently for the duration of a trade, so you must keep your implementation as performant as possible.
 
@@ -770,9 +905,10 @@ Modifications to leverage are not possible, and the stake-amount returned is ass
 The combined stake currently allocated to the position is held in `trade.stake_amount`. Therefore `trade.stake_amount` will always be updated on every additional entry and partial exit made through `adjust_trade_position()`.
 
 !!! Danger "Loose Logic"
-    On dry and live run, this function will be called every `throttle_process_secs` (default to 5s). If you have a loose logic, for example your logic for extra entry is only to check RSI of last candle is below 30, then when such condition fulfilled, your bot will do extra re-entry every 5 secs until either it run out of money, it hit the `max_position_adjustment` limit, or a new candle with RSI more than 30 arrived.
+    On dry and live run, this function will be called every `throttle_process_secs` (default to 5s). If you have a loose logic, (e.g. increase position if RSI of the last candle is below 30), your bot will do extra re-entry every 5 secs until you either it run out of money, hit the `max_position_adjustment` limit, or a new candle with RSI more than 30 arrived.
 
-    Same thing also can happen with partial exit. So be sure to have a strict logic and/or check for the last filled order.
+    Same thing also can happen with partial exit.  
+    So be sure to have a strict logic and/or check for the last filled order and if an order is already open.
 
 !!! Warning "Performance with many position adjustments"
     Position adjustments can be a good approach to increase a strategy's output - but it can also have drawbacks if using this feature extensively.  
@@ -876,6 +1012,9 @@ class DigDeeperStrategy(IStrategy):
                        Return None for no action.
                        Optionally, return a tuple with a 2nd element with an order reason
         """
+        if trade.has_open_orders:
+            # Only act if no orders are open
+            return
 
         if current_profit > 0.05 and trade.nr_of_successful_exits == 0:
             # Take half of the profit at +5%
@@ -934,28 +1073,25 @@ class DigDeeperStrategy(IStrategy):
 
     The total profit for this trade was 950$ on a 3350$ investment (`100@8$ + 100@9$ + 150@11$`). As such - the final relative profit is 28.35% (`950 / 3350`).
 
-## Adjust Entry Price
+## Adjust order Price
 
-The `adjust_entry_price()` callback may be used by strategy developer to refresh/replace limit orders upon arrival of new candles.  
+The `adjust_order_price()` callback may be used by strategy developer to refresh/replace limit orders upon arrival of new candles.  
 This callback is called once every iteration unless the order has been (re)placed within the current candle - limiting the maximum (re)placement of each order to once per candle.
 This also means that the first call will be at the start of the next candle after the initial order was placed.
 
-Be aware that `custom_entry_price()` is still the one dictating initial entry limit order price target at the time of entry trigger.
+Be aware that `custom_entry_price()`/`custom_exit_price()` is still the one dictating initial limit order price target at the time of the signal.
 
 Orders can be cancelled out of this callback by returning `None`.
 
 Returning `current_order_rate` will keep the order on the exchange "as is".
 Returning any other price will cancel the existing order, and replace it with a new order.
 
-The trade open-date (`trade.open_date_utc`) will remain at the time of the very first order placed.
-Please make sure to be aware of this - and eventually adjust your logic in other callbacks to account for this, and use the date of the first filled order instead.
-
 If the cancellation of the original order fails, then the order will not be replaced - though the order will most likely have been canceled on exchange. Having this happen on initial entries will result in the deletion of the order, while on position adjustment orders, it'll result in the trade size remaining as is.  
-If the order has been partially filled, the order will not be replaced. You can however use [`adjust_trade_position()`](#adjust-trade-position) to adjust the trade size to the full, expected position size, should this be necessary / desired.
+If the order has been partially filled, the order will not be replaced. You can however use [`adjust_trade_position()`](#adjust-trade-position) to adjust the trade size to the expected position size, should this be necessary / desired.
 
 !!! Warning "Regular timeout"
-    Entry `unfilledtimeout` mechanism (as well as `check_entry_timeout()`) takes precedence over this.
-    Entry Orders that are cancelled via the above methods will not have this callback called. Be sure to update timeout values to match your expectations.
+    Entry `unfilledtimeout` mechanism (as well as `check_entry_timeout()`/`check_exit_timeout()`) takes precedence over this callback.
+    Orders that are cancelled via the above methods will not have this callback called. Be sure to update timeout values to match your expectations.
 
 ```python
 # Default imports
@@ -964,14 +1100,26 @@ class AwesomeStrategy(IStrategy):
 
     # ... populate_* methods
 
-    def adjust_entry_price(self, trade: Trade, order: Order | None, pair: str,
-                           current_time: datetime, proposed_rate: float, current_order_rate: float,
-                           entry_tag: str | None, side: str, **kwargs) -> float:
+    def adjust_order_price(
+        self,
+        trade: Trade,
+        order: Order | None,
+        pair: str,
+        current_time: datetime,
+        proposed_rate: float,
+        current_order_rate: float,
+        entry_tag: str | None,
+        side: str,
+        is_entry: bool,
+        **kwargs,
+    ) -> float | None:
         """
-        Entry price re-adjustment logic, returning the user desired limit price.
+        Exit and entry order price re-adjustment logic, returning the user desired limit price.
         This only executes when a order was already placed, still open (unfilled fully or partially)
         and not timed out on subsequent candles after entry trigger.
 
+        For full documentation please go to https://www.freqtrade.io/en/latest/strategy-callbacks/
+
         When not implemented by a strategy, returns current_order_rate as default.
         If current_order_rate is returned then the existing order is maintained.
         If None is returned then order gets canceled but not replaced by a new one.
@@ -983,14 +1131,16 @@ class AwesomeStrategy(IStrategy):
         :param proposed_rate: Rate, calculated based on pricing settings in entry_pricing.
         :param current_order_rate: Rate of the existing order in place.
         :param entry_tag: Optional entry_tag (buy_tag) if provided with the buy signal.
-        :param side: "long" or "short" - indicating the direction of the proposed trade
+        :param side: 'long' or 'short' - indicating the direction of the proposed trade
+        :param is_entry: True if the order is an entry order, False if it's an exit order.
         :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
-        :return float: New entry price value if provided
-
+        :return float or None: New entry price value if provided
         """
-        # Limit orders to use and follow SMA200 as price target for the first 10 minutes since entry trigger for BTC/USDT pair.
+
+        # Limit entry orders to use and follow SMA200 as price target for the first 10 minutes since entry trigger for BTC/USDT pair.
         if (
-            pair == "BTC/USDT" 
+            is_entry
+            and pair == "BTC/USDT" 
             and entry_tag == "long_sma200" 
             and side == "long" 
             and (current_time - timedelta(minutes=10)) <= trade.open_date_utc
@@ -1007,6 +1157,26 @@ class AwesomeStrategy(IStrategy):
         return current_order_rate
 ```
 
+!!! danger "Incompatibility with `adjust_*_price()`"
+    If you have both `adjust_order_price()` and `adjust_entry_price()`/`adjust_exit_price()` implemented, only `adjust_order_price()` will be used.
+    If you need to adjust entry/exit prices, you can either implement the logic in `adjust_order_price()`, or use the split `adjust_entry_price()` / `adjust_exit_price()` callbacks, but not both.
+    Mixing these is not supported and will raise an error during bot startup.
+
+### Adjust Entry Price
+
+The `adjust_entry_price()` callback may be used by strategy developer to refresh/replace entry limit orders upon arrival.
+It's a sub-set of `adjust_order_price()` and is called only for entry orders.
+All remaining behavior is identical to `adjust_order_price()`.
+
+The trade open-date (`trade.open_date_utc`) will remain at the time of the very first order placed.
+Please make sure to be aware of this - and eventually adjust your logic in other callbacks to account for this, and use the date of the first filled order instead.
+
+### Adjust Exit Price
+
+The `adjust_exit_price()` callback may be used by strategy developer to refresh/replace exit limit orders upon arrival.
+It's a sub-set of `adjust_order_price()` and is called only for exit orders.
+All remaining behavior is identical to `adjust_order_price()`.
+
 ## Leverage Callback
 
 When trading in markets that allow leverage, this method must return the desired Leverage (Defaults to 1 -> No leverage).
@@ -1072,3 +1242,119 @@ class AwesomeStrategy(IStrategy):
         return None
 
 ```
+
+## Plot annotations callback
+
+The plot annotations callback is called whenever freqUI requests data to display a chart.
+This callback has no meaning in the trade cycle context and is only used for charting purposes.
+
+The strategy can then return a list of `AnnotationType` objects to be displayed on the chart.
+Depending on the content returned - the chart can display horizontal areas, vertical areas, or boxes.
+
+The full object looks like this:
+
+``` json
+{
+    "type": "area", // Type of the annotation, currently only "area" is supported
+    "start": "2024-01-01 15:00:00", // Start date of the area
+    "end": "2024-01-01 16:00:00",  // End date of the area
+    "y_start": 94000.2,  // Price / y axis value
+    "y_end": 98000, // Price / y axis value
+    "color": "",
+    "label": "some label"
+}
+```
+
+The below example will mark the chart with areas for the hours 8 and 15, with a grey color, highlighting the market open and close hours.
+This is obviously a very basic example.
+
+``` python
+# Default imports
+
+class AwesomeStrategy(IStrategy):
+    def plot_annotations(
+        self, pair: str, start_date: datetime, end_date: datetime, dataframe: DataFrame, **kwargs
+    ) -> list[AnnotationType]:
+        """
+        Retrieve area annotations for a chart.
+        Must be returned as array, with type, label, color, start, end, y_start, y_end.
+        All settings except for type are optional - though it usually makes sense to include either
+        "start and end" or "y_start and y_end" for either horizontal or vertical plots
+        (or all 4 for boxes).
+        :param pair: Pair that's currently analyzed
+        :param start_date: Start date of the chart data being requested
+        :param end_date: End date of the chart data being requested
+        :param dataframe: DataFrame with the analyzed data for the chart
+        :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
+        :return: List of AnnotationType objects
+        """
+        annotations = []
+        while start_dt < end_date:
+            start_dt += timedelta(hours=1)
+            if start_dt.hour in (8, 15):
+                annotations.append(
+                    {
+                        "type": "area",
+                        "label": "Trade open and close hours",
+                        "start": start_dt,
+                        "end": start_dt + timedelta(hours=1),
+                        # Omitting y_start and y_end will result in a vertical area spanning the whole height of the main Chart
+                        "color": "rgba(133, 133, 133, 0.4)",
+                    }
+                )
+
+        return annotations
+
+```
+
+Entries will be validated, and won't be passed to the UI if they don't correspond to the expected schema and will log an error if they don't.
+
+!!! Warning "Many annotations"
+    Using too many annotations can cause the UI to hang, especially when plotting large amounts of historic data.
+    Use the annotation feature with care.
+
+### Plot annotations example
+
+![FreqUI - plot Annotations](assets/freqUI-chart-annotations-dark.png#only-dark)
+![FreqUI - plot Annotations](assets/freqUI-chart-annotations-light.png#only-light)
+
+??? Info "Code used for the plot above"
+    This is an example code and should be treated as such.
+
+    ``` python
+    # Default imports
+
+    class AwesomeStrategy(IStrategy):
+        def plot_annotations(
+            self, pair: str, start_date: datetime, end_date: datetime, dataframe: DataFrame, **kwargs
+        ) -> list[AnnotationType]:
+            annotations = []
+            while start_dt < end_date:
+                start_dt += timedelta(hours=1)
+                if (start_dt.hour % 4) == 0:
+                    mark_areas.append(
+                        {
+                            "type": "area",
+                            "label": "4h",
+                            "start": start_dt,
+                            "end": start_dt + timedelta(hours=1),
+                            "color": "rgba(133, 133, 133, 0.4)",
+                        }
+                    )
+                elif (start_dt.hour % 2) == 0:
+                price = dataframe.loc[dataframe["date"] == start_dt, ["close"]].mean()
+                    mark_areas.append(
+                        {
+                            "type": "area",
+                            "label": "2h",
+                            "start": start_dt,
+                            "end": start_dt + timedelta(hours=1),
+                            "y_end": price * 1.01,
+                            "y_start": price * 0.99,
+                            "color": "rgba(0, 255, 0, 0.4)",
+                        }
+                    )
+
+            return annotations
+
+    ```

docs/strategy-customization.md

@@ -513,7 +513,7 @@ By default, freqtrade will attempt to load strategies from all `.py` files withi
 Assuming your strategy is called `AwesomeStrategy`, stored in the file `user_data/strategies/AwesomeStrategy.py`, then you can start freqtrade in dry (or live, depending on your configuration) mode with:
 
 ```bash
-    freqtrade trade --strategy AwesomeStrategy`
+freqtrade trade --strategy AwesomeStrategy
 ```
 
 Note that we're using the class name, not the file name.
@@ -1068,7 +1068,7 @@ To verify if a pair is currently locked, use `self.is_pair_locked(pair)`.
 ``` python
 from freqtrade.persistence import Trade
 from datetime import timedelta, datetime, timezone
-# Put the above lines a the top of the strategy file, next to all the other imports
+# Put the above lines at the top of the strategy file, next to all the other imports
 # --------
 
 # Within populate indicators (or populate_entry_trend):
@@ -1122,6 +1122,7 @@ The following list contains some common patterns which should be avoided to prev
 - don't use `.iloc[-1]` or any other absolute position in the dataframe within `populate_` functions, as this will be different between dry-run and backtesting. Absolute `iloc` indexing is safe to use in callbacks however - see [Strategy Callbacks](strategy-callbacks.md).
 - don't use functions that use all dataframe or column values, e.g. `dataframe['mean_volume'] = dataframe['volume'].mean()`. As backtesting uses the full dataframe, at any point in the dataframe, the `'mean_volume'` series would include data from the future. Use rolling() calculations instead, e.g. `dataframe['volume'].rolling(<window>).mean()`.
 - don't use `.resample('1h')`. This uses the left border of the period interval, so moves data from an hour boundary to the start of the hour. Use `.resample('1h', label='right')` instead.
+- don't use `.merge()` to combine longer timeframes onto shorter ones. Instead, use the [informative pair](#informative-pairs) helpers. (A plain merge can implicitly cause a lookahead bias as date refers to open date, not close date).
 
 !!! Tip "Identifying problems"
     You should always use the two helper commands [lookahead-analysis](lookahead-analysis.md) and [recursive-analysis](recursive-analysis.md), which can each help you figure out problems with your strategy in different ways.

docs/stylesheets/ft.extra.css

@@ -19,3 +19,31 @@
 #available-endpoints ~ .md-typeset__scrollwrap .md-typeset__table th:first-of-type {
     width: 35% !important;
 }
+
+
+.md-typeset .md-button--sm {
+    padding: 0.2em 1em;
+    font-size: 12px;
+    font-weight: 600;
+    background-color: #f6f8fa;
+    color: #24292f;
+    border: 1px solid #d0d7de;
+    border-radius: 0.25em;
+    text-decoration: none;
+    display: inline-block;
+    transition: all 0.2s ease;
+    cursor: pointer;
+}
+
+.md-typeset .md-button--sm:hover {
+    background-color: #e5eaee;
+    border-color: #d1d9e0;
+    text-decoration: none;
+    color: #24292f;
+}
+
+.md-typeset .md-button--sm:active {
+    background-color: #ebecf0;
+    border-color: #afb8c1;
+    box-shadow: inset 0 1px 0 rgba(175, 184, 193, 0.2);
+}

docs/telegram-usage.md

@@ -81,6 +81,19 @@ Without this, the bot will always respond to the general channel in the group if
 
 Similar to the group-id - you can use `/tg_info` from the topic/thread to get the correct topic-id.
 
+#### Authorized users
+
+For groups, it can be useful to limit who can send commands to the bot.
+
+If `"authorized_users": []` is present and empty, no user will be allowed to control the bot.
+In the below example, only the user with the id "1234567" is allowed to control the bot - all other users will only be able to receive messages.
+
+```json
+   "chat_id": "-1001332619709",
+   "topic_id": "3",
+   "authorized_users": ["1234567"]
+```
+
 ## Control telegram noise
 
 Freqtrade provides means to control the verbosity of your telegram bot.
@@ -175,7 +188,7 @@ You can create your own keyboard in `config.json`:
 !!! 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`, `/stopentry`, `/reload_config`, `/show_config`, `/logs`, `/whitelist`, `/blacklist`, `/edge`, `/help`, `/version`, `/marketdir`
+    `/start`, `/pause`, `/stop`, `/status`, `/status table`, `/trades`, `/profit`, `/performance`, `/daily`, `/stats`, `/count`, `/locks`, `/balance`, `/stopentry`, `/reload_config`, `/show_config`, `/logs`, `/whitelist`, `/blacklist`, `/help`, `/version`, `/marketdir`
 
 ## Telegram commands
 
@@ -187,8 +200,8 @@ official commands. You can ask at any moment for help with `/help`.
 |----------|-------------|
 | **System commands**
 | `/start` | Starts the trader
+| `/pause | /stopentry | /stopbuy` | Pause the trader. Gracefully handle open trades according to their rules. Do not enter new positions.
 | `/stop` | Stops the trader
-| `/stopbuy | /stopentry` | Stops the trader from opening new trades. Gracefully closes open trades according to their rules.
 | `/reload_config` | Reloads the configuration file
 | `/show_config` | Shows part of the current configuration with relevant settings to operation
 | `/logs [limit]` | Show last log messages.
@@ -216,6 +229,7 @@ official commands. You can ask at any moment for help with `/help`.
 | `/cancel_open_order <trade_id> | /coo <trade_id>` | Cancel an open order for a trade.
 | **Metrics** |
 | `/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)
+| `/profit_[long|short] [<n>]` | Display a summary of your profit/loss from close trades in one direction and some stats about your performance, over the last n days (all trades by default)
 | `/performance` | Show performance of each finished trade grouped by pair
 | `/balance` | Show bot managed balance per currency
 | `/balance full` | Show account balance per currency
@@ -227,7 +241,6 @@ official commands. You can ask at any moment for help with `/help`.
 | `/entries` | Shows Wins / losses by Exit reason as well as Avg. holding durations for buys and sells
 | `/whitelist [sorted] [baseonly]` | Show the current whitelist. Optionally display in alphabetical order and/or with just the base currency of each pairing.
 | `/blacklist [pair]` | Show the current blacklist, or adds a pair to the blacklist.
-| `/edge` | Show validated pairs by Edge if it is enabled.
 
 ## Telegram commands in action
 
@@ -237,25 +250,27 @@ Below, example of Telegram message you will receive for each command.
 
 > **Status:** `running`
 
+### /pause | /stopentry | /stopbuy
+
+> **Status:** `paused, no more entries will occur from now. Run /start to enable entries.`
+
+Prevents the bot from opening new trades by changing the state to `paused`.
+Open trades will continue to be managed according to their regular rules (ROI/exit signals, stop-loss, etc.).
+Note that position adjustment remains active, but only on the exit side — meaning that when the bot is `paused`, it can only reduce the position size of open trades.
+
+After this, give the bot time to close off open trades (can be checked via `/status table`).
+Once all positions are closed, run `/stop` to completely stop the bot.
+
+Use `/start` to resume the bot to the `running` state, allowing it to open new positions.
+
+!!! Warning
+    The pause/stopentry signal is ONLY active while the bot is running, and is not persisted anyway, so restarting the bot will cause this to reset.
+
 ### /stop
 
 > `Stopping trader ...`
 > **Status:** `stopped`
 
-### /stopbuy
-
-> **status:** `Setting max_open_trades to 0. Run /reload_config to reset.`
-
-Prevents the bot from opening new trades by temporarily setting "max_open_trades" to 0. Open trades will be handled via their regular rules (ROI / Sell-signal, stoploss, ...).
-
-After this, give the bot time to close off open trades (can be checked via `/status table`).
-Once all positions are sold, run `/stop` to completely stop the bot.
-
-`/reload_config` resets "max_open_trades" to the value set in the configuration and resets this command.
-
-!!! Warning
-    The stop-buy signal is ONLY active while the bot is running, and is not persisted anyway, so restarting the bot will cause this to reset.
-
 ### /status
 
 For each open trade, the bot will send you the following message.
@@ -295,6 +310,8 @@ current    max
 
 ### /profit
 
+Also available as `/profit_long` and `/profit_short` to show profit for long or short trades only.
+
 Return a summary of your profit/loss and performance.
 
 > **ROI:** Close trades  
@@ -436,21 +453,6 @@ Use `/reload_config` to reset the blacklist.
 > Using blacklist `StaticPairList` with 2 pairs  
 >`DODGE/BTC`, `HOT/BTC`.  
 
-### /edge
-
-Shows pairs validated by Edge along with their corresponding win-rate, expectancy and stoploss values.
-
-> **Edge only validated following pairs:**
-```
-Pair        Winrate    Expectancy    Stoploss
---------  ---------  ------------  ----------
-DOCK/ETH   0.522727      0.881821       -0.03
-PHX/ETH    0.677419      0.560488       -0.03
-HOT/ETH    0.733333      0.490492       -0.03
-HC/ETH     0.588235      0.280988       -0.02
-ARDR/ETH   0.366667      0.143059       -0.01
-```
-
 ### /version
 
 > **Version:** `0.14.3`

docs/trade-object.md

@@ -25,6 +25,7 @@ The following attributes / properties are available for each individual trade -
 | `close_date_utc` | datetime | Timestamp when trade was closed - in UTC. |
 | `close_profit` | float | Relative profit at the time of trade closure. `0.01` == 1% |
 | `close_profit_abs` | float | Absolute profit (in stake currency) at the time of trade closure. |
+| `realized_profit` | float | Absolute already realized profit (in stake currency) while the trade is still open. |
 | `leverage` | float | Leverage used for this trade - defaults to 1.0 in spot markets. |
 | `enter_tag` | string | Tag provided on entry via the `enter_tag` column in the dataframe. |
 | `is_short` | boolean | True for short trades, False otherwise. |
@@ -35,6 +36,7 @@ The following attributes / properties are available for each individual trade -
 | `trade_direction` | "long" / "short" | Trade direction in text - long or short. |
 | `nr_of_successful_entries` | int | Number of successful (filled) entry orders. |
 | `nr_of_successful_exits` | int | Number of successful (filled) exit orders. |
+| `has_open_orders` | boolean | Has the trade open orders (excluding stoploss orders). |
 
 ## Class methods
 
@@ -132,15 +134,17 @@ Most properties here can be None as they are dependent on the exchange response.
 |------------|-------------|-------------|
 | `trade` | Trade | Trade object this order is attached to |
 | `ft_pair` | string | Pair this order is for |
-| `ft_is_open` | boolean | is the order filled? |
+| `ft_is_open` | boolean | is the order still open? |
 | `order_type` | string | Order type as defined on the exchange - usually market, limit or stoploss |
-| `status` | string | Status as defined by ccxt. Usually open, closed, expired or canceled |
-| `side` | string | Buy or Sell |
+| `status` | string | Status as defined by [ccxt's order structure](https://docs.ccxt.com/#/README?id=order-structure). Usually open, closed, expired, canceled or rejected |
+| `side` | string | buy or sell |
 | `price` | float | Price the order was placed at |
 | `average` | float | Average price the order filled at |
 | `amount` | float | Amount in base currency |
-| `filled` | float | Filled amount (in base currency) |
-| `remaining` | float | Remaining amount |
+| `filled` | float | Filled amount (in base currency) (use `safe_filled` instead) |
+| `safe_filled` | float | Filled amount (in base currency) - guaranteed to not be None |
+| `remaining` | float | Remaining amount (use `safe_remaining` instead) |
+| `safe_remaining` | float | Remaining amount - either taken from the exchange or calculated. |
 | `cost` | float | Cost of the order - usually average * filled (*Exchange dependent on futures, may contain the cost with or without leverage and may be in contracts.*) |
 | `stake_amount` | float | Stake amount used for this order. *Added in 2023.7.* |
 | `stake_amount_filled` | float | Filled Stake amount used for this order. *Added in 2024.11.* |

docs/updating.md

@@ -45,4 +45,4 @@ Please refer to the corresponding installation sections (common problems linked
 
 Common problems and their solutions:
 
-* [ta-lib update on windows](windows_installation.md#2-install-ta-lib)
+* [ta-lib update on windows](windows_installation.md#install-ta-lib)

docs/utils.md

@@ -1,6 +1,6 @@
 # Utility Subcommands
 
-Besides the Live-Trade and Dry-Run run modes, the `backtesting`, `edge` and `hyperopt` optimization subcommands, and the `download-data` subcommand which prepares historical data, the bot contains a number of utility subcommands. They are described in this section.
+Besides the Live-Trade and Dry-Run run modes, the `backtesting` and `hyperopt` optimization subcommands, and the `download-data` subcommand which prepares historical data, the bot contains a number of utility subcommands. They are described in this section.
 
 ## Create userdir
 

docs/webhook-config.md

@@ -117,9 +117,9 @@ Different payloads can be configured for different events. Not all fields are ne
 
 ## Webhook Message types
 
-### Entry
+### Entry / Entry fill
 
-The fields in `webhook.entry` are filled when the bot executes a long/short. Parameters are filled using string.format.
+The fields in `webhook.entry` and `webhook.entry_fill` are filled when the bot places a long/short Order to increase a position, or when that order fills respectively. Parameters are filled using string.format.
 Possible parameters are:
 
 * `trade_id`
@@ -162,31 +162,9 @@ Possible parameters are:
 * `current_rate`
 * `enter_tag`
 
-### Entry fill
+### Exit / Exit fill
 
-The fields in `webhook.entry_fill` are filled when the bot filled a long/short order. Parameters are filled using string.format.
-Possible parameters are:
-
-* `trade_id`
-* `exchange`
-* `pair`
-* `direction`
-* `leverage`
-* `open_rate`
-* `amount`
-* `open_date`
-* `stake_amount`
-* `stake_currency`
-* `base_currency`
-* `quote_currency`
-* `fiat_currency`
-* `order_type`
-* `current_rate`
-* `enter_tag`
-
-### Exit
-
-The fields in `webhook.exit` are filled when the bot exits a trade. Parameters are filled using string.format.
+The fields in `webhook.exit` and `webhook.exit_fill` are filled when the bot places an exit order, or when that exit order fills respectively. Parameters are filled using string.format.
 Possible parameters are:
 
 * `trade_id`
@@ -195,34 +173,9 @@ Possible parameters are:
 * `direction`
 * `leverage`
 * `gain`
-* `limit`
 * `amount`
 * `open_rate`
-* `profit_amount`
-* `profit_ratio`
-* `stake_currency`
-* `base_currency`
-* `quote_currency`
-* `fiat_currency`
-* `exit_reason`
-* `order_type`
-* `open_date`
-* `close_date`
-
-### Exit fill
-
-The fields in `webhook.exit_fill` are filled when the bot fills a exit order (closes a Trade). Parameters are filled using string.format.
-Possible parameters are:
-
-* `trade_id`
-* `exchange`
-* `pair`
-* `direction`
-* `leverage`
-* `gain`
 * `close_rate`
-* `amount`
-* `open_rate`
 * `current_rate`
 * `profit_amount`
 * `profit_ratio`
@@ -230,10 +183,14 @@ Possible parameters are:
 * `base_currency`
 * `quote_currency`
 * `fiat_currency`
+* `enter_tag`
 * `exit_reason`
 * `order_type`
 * `open_date`
 * `close_date`
+* `sub_trade`
+* `is_final_exit`
+
 
 ### Exit cancel
 
@@ -246,7 +203,7 @@ Possible parameters are:
 * `direction`
 * `leverage`
 * `gain`
-* `limit`
+* `order_rate`
 * `amount`
 * `open_rate`
 * `current_rate`