Merge pull request #6714 from froggleston/develop
Update advanced backtesting docs to match fixed buy_reasons script
This commit is contained in:
commit
3637549a5e
@ -17,15 +17,15 @@ signals **and** trades:
|
||||
freqtrade backtesting -c <config.json> --timeframe <tf> --strategy <strategy_name> --timerange=<timerange> --export=signals
|
||||
```
|
||||
|
||||
To analyze the buy tags, we need to use the `buy_reasons.py` script from
|
||||
[froggleston's repo](https://github.com/froggleston/freqtrade-buyreasons). Follow the instructions
|
||||
in their README to copy the script into your `freqtrade/scripts/` folder.
|
||||
|
||||
This will tell freqtrade to output a pickled dictionary of strategy, pairs and corresponding
|
||||
DataFrame of the candles that resulted in buy signals. Depending on how many buys your strategy
|
||||
makes, this file may get quite large, so periodically check your `user_data/backtest_results`
|
||||
folder to delete old exports.
|
||||
|
||||
To analyze the buy tags, we need to use the `buy_reasons.py` script from
|
||||
[froggleston's repo](https://github.com/froggleston/freqtrade-buyreasons). Follow the instructions
|
||||
in their README to copy the script into your `freqtrade/scripts/` folder.
|
||||
|
||||
Before running your next backtest, make sure you either delete your old backtest results or run
|
||||
backtesting with the `--cache none` option to make sure no cached results are used.
|
||||
|
||||
@ -47,14 +47,14 @@ running with the `-h` option.
|
||||
To show only certain buy and sell tags in the displayed output, use the following two options:
|
||||
|
||||
```
|
||||
--buy_reason_list : Comma separated list of buy signals to analyse. Default: "all"
|
||||
--sell_reason_list : Comma separated list of sell 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
|
||||
python3 scripts/buy_reasons.py -c <config.json> -s <strategy_name> -t <timerange> -g0,1,2,3,4 --buy_reason_list "buy_tag_a,buy_tag_b" --sell_reason_list "roi,custom_sell_tag_a,stop_loss"
|
||||
python3 scripts/buy_reasons.py -c <config.json> -s <strategy_name> -t <timerange> -g0,1,2,3,4 --enter_reason_list "enter_tag_a,enter_tag_b" --exit_reason_list "roi,custom_exit_tag_a,stop_loss"
|
||||
```
|
||||
|
||||
### Outputting signal candle indicators
|
||||
@ -65,7 +65,7 @@ indicators. To print out a column for a given set of indicators, use the `--indi
|
||||
option:
|
||||
|
||||
```bash
|
||||
python3 scripts/buy_reasons.py -c <config.json> -s <strategy_name> -t <timerange> -g0,1,2,3,4 --buy_reason_list "buy_tag_a,buy_tag_b" --sell_reason_list "roi,custom_sell_tag_a,stop_loss" --indicator_list "rsi,rsi_1h,bb_lowerband,ema_9,macd,macdsignal"
|
||||
python3 scripts/buy_reasons.py -c <config.json> -s <strategy_name> -t <timerange> -g0,1,2,3,4 --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
|
||||
|
Loading…
Reference in New Issue
Block a user