adelorenzo
/
stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Merge pull request #2386 from freqtrade/backtesting_doc 

[minor] Improve assumptions
This commit is contained in:
hroff-1902 2019-10-18 11:34:50 +03:00 committed by GitHub
parent df62dd65d3 00a95945e1
commit 0ebf2e44be
No known key found for this signature in database
GPG Key ID: 4AEE18F83AFDEB23
1 changed files with 4 additions and 0 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

4
docs/backtesting.md
View File

@ -195,6 +195,7 @@ Hence, keep in mind that your performance is an integral mix of all different el
Since backtesting lacks some detailed information about what happens within a candle, it needs to take a few assumptions:
- Buys happen at open-price
- Sell signal sells happen at open-price of the following candle
- Low happens before high for stoploss, protecting capital first.
- ROI sells are compared to high - but the ROI value is used (e.g. ROI = 2%, high=5% - so the sell will be at 2%)
- Stoploss sells happen exactly at stoploss price, even if low was lower
@ -203,6 +204,9 @@ Since backtesting lacks some detailed information about what happens within a ca
- Low uses the adjusted stoploss (so sells with large high-low difference are backtested correctly)
- Sell-reason does not explain if a trade was positive or negative, just what triggered the sell (this can look odd if negative ROI values are used)
Taking these assumptions, backtesting tries to mirror real trading as closely as possible. However, backtesting will **never** replace running a strategy in dry-run mode.
Also, keep in mind that past results don't guarantee future success.
### Further backtest-result analysis
To further analyze your backtest results, you can [export the trades](#exporting-trades-to-file).