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Be clear on evaluation logic during backtesting

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Matthias 2020-04-29 10:37:48 +02:00 committed by GitHub
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@ -202,7 +202,8 @@ Since backtesting lacks some detailed information about what happens within a ca
- Buys happen at open-price - Buys happen at open-price
- Sell signal sells happen at open-price of the following candle - 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 - 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 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 - 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