adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Document pairlists for backtesting

Browse Source
This commit is contained in:
Matthias
2020-04-25 15:38:20 +02:00
parent 8987859044
commit 57345476ab
2 changed files with 7 additions and 3 deletions
Download Patch File Download Diff File Expand all files Collapse all files

2
docs/configuration.md
View File

@@ -544,7 +544,6 @@ A fixed slot (mirroring `bid_strategy.order_book_top`) can be defined by setting
Using `ask_strategy.order_book_max` higher than 1 will result in improper dry-run results (significantly better than real orders executed on exchange), since dry-run assumes orders to be filled almost instantly.
It is therefore advised to not use this setting for dry-runs.
#### Sell price without Orderbook enabled
When not using orderbook (`ask_strategy.use_order_book=False`), the price at the `ask_strategy.price_side` side (defaults to `"ask"`) from the ticker will be used as the sell price.
@@ -622,6 +621,7 @@ Min price precision is 8 decimals. If price is 0.00000011 - one step would be 0.
These pairs are dangerous since it may be impossible to place the desired stoploss - and often result in high losses.
#### Spread Filter
Removes pairs that have a difference between asks and bids above the specified ratio (default `0.005`).
Example:
If `DOGE/BTC` maximum bid is 0.00000026 and minimum ask is 0.00000027 the ratio is calculated as: `1 - bid/ask ~= 0.037` which is `> 0.005`