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

Update backtesting documentation with new logic

Browse Source
This commit is contained in:
Matthias 2020-11-27 08:30:17 +01:00
parent 81d08c4def
commit 57461a59f3
1 changed files with 1 additions and 0 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

1
docs/backtesting.md
View File

@ -278,6 +278,7 @@ Since backtesting lacks some detailed information about what happens within a ca
- Trailing stoploss - Trailing stoploss
- High happens first - adjusting stoploss - High happens first - adjusting stoploss
- Low uses the adjusted stoploss (so sells with large high-low difference are backtested correctly) - 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) - 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. - 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.