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froggleston 2022-05-29 15:42:34 +01:00
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docs/advanced-backtesting.md
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@ -28,40 +28,47 @@ backtesting with the `--cache none` option to make sure no cached results are us
If all goes well, you should now see a `backtest-result-{timestamp}_signals.pkl` file in the
`user_data/backtest_results` folder.
To analyze the entry/exit tags, we now need to use the `freqtrade analysis` command:
To analyze the entry/exit tags, we now need to use the `freqtrade backtesting-analysis` command:
``` bash
freqtrade analysis -c <config.json> -s <strategy_name> --analysis_groups 0,1,2,3,4
freqtrade backtesting-analysis -c <config.json> --analysis-groups 0,1,2,3,4
```
The `--analysis_groups` option is used to specify the various tabular outputs, ranging from the simplest (0)
to the most detailed per pair, per buy and per sell tag (4). More options are available by
running with the `-h` option.
This command will read from the last backtesting results. The `--analysis-groups` option is
used to specify the various tabular outputs showing the profit fo each group or trade,
ranging from the simplest (0) to the most detailed per pair, per buy and per sell tag (4):
* 1: profit summaries grouped by enter_tag
* 2: profit summaries grouped by enter_tag and exit_tag
* 3: profit summaries grouped by pair and enter_tag
* 4: profit summaries grouped by pair, enter_ and exit_tag (this can get quite large)
More options are available by running with the `-h` option.
### Tuning the buy tags and sell tags to display
To show only certain buy and sell tags in the displayed output, use the following two options:
```
--enter_reason_list : Comma separated list of enter signals to analyse. Default: "all"
--exit_reason_list : Comma separated list of exit signals to analyse. Default: "stop_loss,trailing_stop_loss"
--enter-reason-list : Comma separated list of enter signals to analyse. Default: "all"
--exit-reason-list : Comma separated list of exit signals to analyse. Default: "stop_loss,trailing_stop_loss"
```
For example:
```bash
freqtrade analysis -c <config.json> -s <strategy_name> --analysis_groups 0,1,2,3,4 --enter_reason_list "enter_tag_a,enter_tag_b" --exit_reason_list "roi,custom_exit_tag_a,stop_loss"
freqtrade backtesting-analysis -c <config.json> --analysis-groups 0,1,2,3,4 --enter-reason-list "enter_tag_a,enter_tag_b" --exit-reason-list "roi,custom_exit_tag_a,stop_loss"
```
### Outputting signal candle indicators
The real power of `freqtrade analysis` comes from the ability to print out the indicator
The real power of `freqtrade backtesting-analysis` comes from the ability to print out the indicator
values present on signal candles to allow fine-grained investigation and tuning of buy signal
indicators. To print out a column for a given set of indicators, use the `--indicator-list`
option:
```bash
freqtrade analysis -c <config.json> -s <strategy_name> --analysis_groups 0,1,2,3,4 --enter_reason_list "enter_tag_a,enter_tag_b" --exit_reason_list "roi,custom_exit_tag_a,stop_loss" --indicator_list "rsi,rsi_1h,bb_lowerband,ema_9,macd,macdsignal"
freqtrade backtesting-analysis -c <config.json> --analysis-groups 0,1,2,3,4 --enter-reason-list "enter_tag_a,enter_tag_b" --exit-reason-list "roi,custom_exit_tag_a,stop_loss" --indicator-list "rsi,rsi_1h,bb_lowerband,ema_9,macd,macdsignal"
```
The indicators have to be present in your strategy's main DataFrame (either for your main