Further clarify backtesting trailing stop logic

part of #5816
This commit is contained in:
Matthias 2021-11-01 20:12:34 +01:00
parent 3056be3a1d
commit 7ae9b90174

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@ -478,6 +478,7 @@ Since backtesting lacks some detailed information about what happens within a ca
- Low happens before high for stoploss, protecting capital first
- Trailing stoploss
- Trailing Stoploss is only adjusted if it's below the candle's low (otherwise it would be triggered)
- On trade entry candles that trigger trailing stoploss, the "minimum offset" (`stop_positive_offset`) is assumed (instead of high) - and the stop is calculated from this point
- 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