Add some check now

strategies/ChanLun_BTC_30.py

@@ -55,19 +55,19 @@ class ChanLun_BTC_30(IStrategy):
 		"480": 0.03,
 		"600": 0
 	}
-	minimal_roi_2 = {
+	minimal_roi_1 = {
 		"0": 0.10,
 		"1200": 0.05,
 		"2400": 0.025,
 		"3600": 0
 	}
 	can_short = True
-	lev = 2.0
+	lev = 1.0
 	stoploss = -0.3
-	trailing_stop = True
+	trailing_stop = False
 	trailing_stop_positive = 0.025
 	trailing_stop_positive_offset = 0.045
-	trailing_only_offset_is_reached = True
+	trailing_only_offset_is_reached = False
 
 	position_adjustment_enable = True
 	startup_candle_count = 600
@@ -198,12 +198,12 @@ class ChanLun_BTC_30(IStrategy):
 		if trade.is_short:
 			last_high = trade.get_custom_data(key="entry_candle_high")
 			if current_rate > last_high:
-				print(trade.open_date, last_high, current_rate, "Relay Top FX exit")
+				#print(trade.open_date, last_high, current_rate, "Relay Top FX exit")
 				return "Relay Top FX exit"
 		else:
 			last_low = trade.get_custom_data(key="entry_candle_low")
 			if current_rate < last_low:
-				print(trade.open_date, last_low, current_rate, "Relay Bottom FX exit")
+				#print(trade.open_date, last_low, current_rate, "Relay Bottom FX exit")
 				return "Relay Bottom FX exit"
 	def order_filled(self, pair: str, trade: Trade, order: Order, current_time: datetime, **kwargs) -> None:
 		"""
@@ -228,7 +228,7 @@ class ChanLun_BTC_30(IStrategy):
 		else:
 			if (trade.nr_of_successful_entries == 1) and (order.ft_order_side == trade.entry_side):
 				trade.set_custom_data(key="entry_candle_low", value=last_low)
-		print(trade.open_date, trade.close_date, last_high, last_low, order.ft_order_side, klc_list[-2].start_time, klc_list[-2].end_time)
+		#print(trade.open_date, trade.close_date, last_high, last_low, order.ft_order_side, klc_list[-2].start_time, klc_list[-2].end_time)
 		self.last_trade = trade
 		return None
 	def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: