Merge branch 'develop' into support_multiple_ticker

docs/backtesting.md

@@ -14,7 +14,7 @@ real data. This is what we call
 
 Backtesting will use the crypto-currencies (pair) from your config file
 and load static tickers located in 
-[/freqtrade/tests/testdata](https://github.com/gcarq/freqtrade/tree/develop/freqtrade/tests/testdata).
+[/freqtrade/tests/testdata](https://github.com/gcarq/freqtrade/tree/develop/freqtrade/tests/testdata).  
 If the 5 min and 1 min ticker for the crypto-currencies to test is not 
 already in the `testdata` folder, backtesting will download them 
 automatically. Testdata files will not be updated until you specify it.
@@ -51,15 +51,49 @@ python3 ./freqtrade/main.py backtesting --realistic-simulation --live
 python3 ./freqtrade/main.py backtesting --datadir freqtrade/tests/testdata-20180101
 ```
 
+**Exporting trades to file**
+```bash
+freqtrade backtesting --export trades
+```
+
+**Running backtest with smaller testset**  
+Use the `--timerange` argument to change how much of the testset
+you want to use. The last N ticks/timeframes will be used.
+
+Example:
+```bash
+python3 ./freqtrade/main.py backtesting --timerange=-200
+```
+
+***Advanced use of timerange***  
+Doing `--timerange=-200` will get the last 200 timeframes
+from your inputdata. You can also specify specific dates,
+or a range span indexed by start and stop.
+
+The full timerange specification:
+- Use last 123 tickframes of data: `--timerange=-123`
+- Use first 123 tickframes of data: `--timerange=123-`
+- Use tickframes from line 123 through 456: `--timerange=123-456`
+
+
+Incoming feature, not implemented yet:
+- `--timerange=-20180131`
+-  `--timerange=20180101-`
+- `--timerange=20180101-20181231`
+
+
+**Update testdata directory**
 To update your testdata directory, or download into another testdata directory:
 ```bash
-mkdir freqtrade/tests/testdata-20180113
-cp freqtrade/tests/testdata/pairs.json freqtrade/tests/testdata-20180113
-cd freqtrade/tests/testdata-20180113
+mkdir -p user_data/data/testdata-20180113
+cp freqtrade/tests/testdata/pairs.json user_data/data-20180113
+cd user_data/data-20180113
+```
 
 Possibly edit pairs.json file to include/exclude pairs
 
-python download_backtest_data.py -p pairs.json
+```bash
+python freqtrade/tests/testdata/download_backtest_data.py -p pairs.json
 ```
 
 The script will read your pairs.json file, and download ticker data

docs/configuration.md

@@ -30,6 +30,7 @@ The table below will list all configuration parameters.
 | `exchange.pair_whitelist` | [] | No | List of currency to use by the bot. Can be overrided with `--dynamic-whitelist` param.
 | `exchange.pair_blacklist` | [] | No | List of currency the bot must avoid. Useful when using `--dynamic-whitelist` param.
 | `experimental.use_sell_signal` | false | No | Use your sell strategy in addition of the `minimal_roi`.
+| `experimental.sell_profit_only` | false | No | waits until you have made a positive profit before taking a sell decision.
 | `telegram.enabled` | true | Yes | Enable or not the usage of Telegram.
 | `telegram.token` | token | No | Your Telegram bot token. Only required is `enable` is `true`.
 | `telegram.chat_id` | chat_id | No | Your personal Telegram account id. Only required is `enable` is `true`.

docs/hyperopt.md

@@ -168,6 +168,16 @@ If you would like to learn parameters using an alternate ticke-data that
 you have on-disk, use the --datadir PATH option. Default hyperopt will
 use data from directory freqtrade/tests/testdata.
 
+### Running hyperopt with smaller testset
+
+Use the --timeperiod argument to change how much of the testset
+you want to use. The last N ticks/timeframes will be used.
+Example:
+
+```bash
+python3 ./freqtrade/main.py hyperopt --timeperiod -200
+```
+
 ### Hyperopt with MongoDB
 Hyperopt with MongoDB, is like Hyperopt under steroids. As you saw by
 executing the previous command is the execution takes a long time. 

docs/plotting.md

@@ -0,0 +1,48 @@
+# Plotting
+This page explains how to plot prices, indicator, profits.
+
+## Table of Contents
+- [Plot price and indicators](#plot-price-and-indicators)
+- [Plot profit](#plot-profit)
+
+## Plot price and indicators
+Usage for the price plotter:
+script/plot_dataframe.py [-h] [-p pair]
+
+Example
+```
+python script/plot_dataframe.py -p BTC_ETH,BTC_LTC
+```
+
+The -p pair argument, can be used to specify what
+pair you would like to plot.
+
+
+## Plot profit
+
+The profit plotter show a picture with three plots:
+1) Average closing price for all pairs
+2) The summarized profit made by backtesting.
+   Note that this is not the real-world profit, but
+   more of an estimate.
+3) Each pair individually profit
+
+The first graph is good to get a grip of how the overall market
+progresses.
+
+The second graph will show how you algorithm works or doesnt.
+Perhaps you want an algorithm that steadily makes small profits,
+or one that acts less seldom, but makes big swings.
+
+The third graph can be useful to spot outliers, events in pairs
+that makes profit spikes.
+
+Usage for the profit plotter:
+script/plot_profit.py [-h] [-p pair] [--datadir directory] [--ticker_interval num]
+
+The -p pair argument, can be used to plot a single pair
+
+Example
+```
+python python scripts/plot_profit.py --datadir ../freqtrade/freqtrade/tests/testdata-20171221/ -p BTC_LTC
+```