diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index 89aff86f6..7911f6aa7 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -267,6 +267,11 @@ class Backtesting: # - (Expected abs profit + open_rate + open_fee) / (fee_close -1) closerate = - (trade.open_rate * roi + trade.open_rate * (1 + trade.fee_open)) / (trade.fee_close - 1) + + # Use the maximum between closerate and low as we + # cannot sell outside of a candle. + # Applies when using {"xx": -1} as roi to force sells after xx minutes + closerate = max(closerate, sell_row.low) else: # This should not be reached... closerate = sell_row.open