FSD – Better way of using ATR for exits

def custom_exit(self, pair: str, trade: Trade, current_time: datetime, current_rate: float, current_profit: float, **kwargs) -> Optional[Union[str, bool]]:

		entry_time = timeframe_to_prev_date(self.timeframe, trade.open_date_utc)
		dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)

		atr_roi = trade.get_custom_data(key='atr_roi', default=0)
		atr_sl = trade.get_custom_data(key='atr_sl', default=0)
		if (atr_roi == 0):
			# need to set the roi and sl
			signal_time = entry_time - timedelta(minutes=int(self.timeframe_minutes))
			signal_candle = dataframe.loc[dataframe['date'] == signal_time]
			if not signal_candle.empty:
				# make sure we take only a row
				signal_candle = signal_candle.iloc[-1].squeeze()
				
				atr_roi = (signal_candle['close'] + (self.atr_distance * self.risk_reward_ratio * signal_candle['atr']))
				atr_sl = (signal_candle['close'] - (self.atr_distance * signal_candle['atr']))

				trade.set_custom_data(key='atr_roi', value=atr_roi)
				trade.set_custom_data(key='atr_sl', value=atr_sl)

		if (current_time - timedelta(minutes=int(self.timeframe_minutes)) >= entry_time):
			
			current_candle = dataframe.iloc[-1].squeeze()

			if (atr_roi > 0):			
				if (current_candle['close'] >= atr_roi):
					return "atr_roi"

				if (current_candle['close'] <= atr_sl):
					return "atr_sl"

			else:
				# Signal candle not found, use percentage as exits
				current_profit = trade.calc_profit_ratio(current_candle['close'])
				if (current_profit > 0.01):
					return "emergency_roi"
				elif (current_profit < -0.04):
					return "emergency_sl"

		return None

lev = 10

# ROI before leverage
roi = 0.0025

# Stoploss before leverage
stoploss = -0.001

risk_reward_ratio = 1
atr_distance = 2

timeframe = '15m'
can_short = True
timeframe_minutes = timeframe_to_minutes(timeframe)

# Disable ROI
minimal_roi = {
	"0": 1000
}


def custom_exit(self, pair: str, trade: Trade, current_time: datetime, current_rate: float, current_profit: float, **kwargs) -> Optional[Union[str, bool]]:

	entry_time = timeframe_to_prev_date(self.timeframe, trade.open_date_utc)
	cur_time = timeframe_to_prev_date(self.timeframe, current_time)
	dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)

	atr_roi = trade.get_custom_data(key='atr_roi', default=None)
	atr_sl = trade.get_custom_data(key='atr_sl', default=None)

	if (atr_roi is not None):
		signal_time = entry_time - timedelta(minutes=int(self.timeframe_minutes))
		signal_candle = dataframe.loc[dataframe['date'] == signal_time]
		if not signal_candle.empty:
			signal_candle = signal_candle.iloc[-1].squeeze()
			if trade.is_short:
				trade.set_custom_data(key='atr_roi', value=(signal_candle['close'] - (self.atr_distance * self.risk_reward_ratio * signal_candle['atr'])))
				trade.set_custom_data(key='atr_sl', value=(signal_candle['close'] + (self.atr_distance * signal_candle['atr'])))
			else:
				trade.set_custom_data(key='atr_roi', value=(signal_candle['close'] + (self.atr_distance * self.risk_reward_ratio * signal_candle['atr'])))
				trade.set_custom_data(key='atr_sl', value=(signal_candle['close'] - (self.atr_distance * signal_candle['atr'])))
		
		atr_roi = trade.get_custom_data(key='atr_roi', default=None)
		atr_sl = trade.get_custom_data(key='atr_sl', default=None)

	if (cur_time > entry_time):
		current_candle = dataframe.iloc[-1].squeeze()
		
		# use ATR
		if atr_roi:
			if (current_candle['close'] >= atr_roi):
				return "atr_roi"

			if (current_candle['close'] <= atr_sl):
				return "atr_sl"
		# Use simple % roi/SL
		else:
			current_profit = trade.calc_profit_ratio(current_candle['close'])
			if current_profit >= (self.roi * self.lev):
				return "emergency roi"
			if current_profit <= -(self.stoploss * self.lev):
				return "emergency sl"
	return None