From 1a6ddfcaebaf2c75c67aca115379db70aa9d96c1 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 29 Apr 2020 10:37:48 +0200 Subject: [PATCH] Be clear on evaluation logic during backtesting --- docs/backtesting.md | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/docs/backtesting.md b/docs/backtesting.md index d6775e17c..d5a4cf3a7 100644 --- a/docs/backtesting.md +++ b/docs/backtesting.md @@ -202,7 +202,8 @@ Since backtesting lacks some detailed information about what happens within a ca - 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. +- Low happens before high for stoploss, protecting capital first +- Stoploss is evaluated before ROI - 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%) - sells are never "below the candle", so a ROI of 2% may result in a sell at 2.4% if low was at 2.4% profit