sell_stoploss: switch to ATR based stoploss.

Author: iterativv

NostalgiaForInfinityNext.py

@@ -3377,9 +3377,19 @@ def sell_under_min(self, current_profit: float, last_candle) -> tuple:
         return False, None
 
     def sell_stoploss(self, current_profit: float, max_profit: float, max_loss: float, last_candle, previous_candle_1, trade: 'Trade', current_time: 'datetime') -> tuple:
-        if (current_profit < -0.0) and (last_candle['close'] < last_candle['ema_200']) and (last_candle['cmf'] < 0.0) and (((last_candle['ema_200'] - last_candle['close']) / last_candle['close']) < 0.004) and last_candle['rsi_14'] > previous_candle_1['rsi_14'] and (last_candle['rsi_14'] > (last_candle['rsi_14_1h'] + 10.0)) and (last_candle['sma_200_dec_24']) and (current_time - timedelta(minutes=1440) > trade.open_date_utc):
-                return True, 'signal_stoploss_u_e_1'
-
+        if (last_candle['close'] < last_candle['ema_200']) and (last_candle['sma_200_dec_24']) and (last_candle['ema_25'] < last_candle['ema_50']) and (current_time - timedelta(minutes=1440) > trade.open_date_utc):
+            if (-0.12 <= current_profit < -0.08):
+                if (last_candle['close'] < last_candle['atr_high_thresh_1']) and (previous_candle_1['close'] > previous_candle_1['atr_high_thresh_1']):
+                    return True, 'signal_stoploss_atr_1'
+            elif (-0.16 <= current_profit < -0.12):
+                if (last_candle['close'] < last_candle['atr_high_thresh_2']) and (previous_candle_1['close'] > previous_candle_1['atr_high_thresh_2']):
+                    return True, 'signal_stoploss_atr_2'
+            elif (-0.2 <= current_profit < -0.16):
+                if (last_candle['close'] < last_candle['atr_high_thresh_3']) and (previous_candle_1['close'] > previous_candle_1['atr_high_thresh_3']):
+                    return True, 'signal_stoploss_atr_3'
+            elif (current_profit < -0.2):
+                if (last_candle['close'] < last_candle['atr_high_thresh_4']) and (previous_candle_1['close'] > previous_candle_1['atr_high_thresh_4']):
+                    return True, 'signal_stoploss_atr_4'
         return False, None
 
     def sell_pump_dec(self, current_profit: float, last_candle) -> tuple:
@@ -4457,6 +4467,13 @@ def normal_tf_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFram
         dataframe['momdiv_coh'] = mom['momdiv_coh']
         dataframe['momdiv_col'] = mom['momdiv_col']
 
+        # ATR
+        dataframe['atr'] = ta.ATR(dataframe, timeperiod=14)
+        dataframe['atr_high_thresh_1'] = (dataframe['high'] - (dataframe['atr'] * 3.4))
+        dataframe['atr_high_thresh_2'] = (dataframe['high'] - (dataframe['atr'] * 3.2))
+        dataframe['atr_high_thresh_3'] = (dataframe['high'] - (dataframe['atr'] * 3.0))
+        dataframe['atr_high_thresh_4'] = (dataframe['high'] - (dataframe['atr'] * 2.0))
+
         # Dip protection
         dataframe['tpct_change_0']   = self.top_percent_change(dataframe,0)
         dataframe['tpct_change_2']   = self.top_percent_change(dataframe,2)