From 57461a59f3b416add4e2a5169d89b81cd4c12ea8 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 27 Nov 2020 08:30:17 +0100 Subject: [PATCH] Update backtesting documentation with new logic --- docs/backtesting.md | 1 + 1 file changed, 1 insertion(+) diff --git a/docs/backtesting.md b/docs/backtesting.md index 84911568b..2121e3126 100644 --- a/docs/backtesting.md +++ b/docs/backtesting.md @@ -278,6 +278,7 @@ Since backtesting lacks some detailed information about what happens within a ca - Trailing stoploss - High happens first - adjusting stoploss - Low uses the adjusted stoploss (so sells with large high-low difference are backtested correctly) + - ROI applies before trailing-stop, ensuring profits are "top-capped" at ROI if both ROI and trailing stop applies - Sell-reason does not explain if a trade was positive or negative, just what triggered the sell (this can look odd if negative ROI values are used) - Stoploss (and trailing stoploss) is evaluated before ROI within one candle. So you can often see more trades with the `stoploss` and/or `trailing_stop` sell reason comparing to the results obtained with the same strategy in the Dry Run/Live Trade modes.