Add --fee to documentation
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Matthias
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@ -72,6 +72,17 @@ The exported trades can be used for [further analysis](#further-backtest-result-
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freqtrade backtesting --export trades --export-filename=backtest_samplestrategy.json
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```
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#### Supplying custom fee value
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Sometimes your account has certain fee rabates, which are not visible to ccxt.
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To account for this in backtesting, you can use `--fee 0.001` to supply this value to backtesting.
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This fee must be a percentage, and will be applied twice (once for trade entry, and once for trade exit).
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```bash
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freqtrade backtesting --fee 0.001
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```
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#### Running backtest with smaller testset by using timerange
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Use the `--timerange` argument to change how much of the testset you want to use.
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@ -168,22 +168,25 @@ Backtesting also uses the config specified via `-c/--config`.
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```
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usage: freqtrade backtesting [-h] [-i TICKER_INTERVAL] [--timerange TIMERANGE]
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[--max_open_trades MAX_OPEN_TRADES]
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[--stake_amount STAKE_AMOUNT] [-r] [--eps] [--dmmp]
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[-l]
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[--max_open_trades INT]
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[--stake_amount STAKE_AMOUNT] [--fee FLOAT]
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[--eps] [--dmmp]
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[--strategy-list STRATEGY_LIST [STRATEGY_LIST ...]]
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[--export EXPORT] [--export-filename PATH]
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optional arguments:
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-h, --help show this help message and exit
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-i TICKER_INTERVAL, --ticker-interval TICKER_INTERVAL
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Specify ticker interval (1m, 5m, 30m, 1h, 1d).
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Specify ticker interval (`1m`, `5m`, `30m`, `1h`,
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`1d`).
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--timerange TIMERANGE
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Specify what timerange of data to use.
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--max_open_trades MAX_OPEN_TRADES
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--max_open_trades INT
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Specify max_open_trades to use.
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--stake_amount STAKE_AMOUNT
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Specify stake_amount.
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--fee FLOAT Specify fee %. Should be in %, will be applied twice
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(on trade entry and exit).
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--eps, --enable-position-stacking
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Allow buying the same pair multiple times (position
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stacking).
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@ -193,19 +196,21 @@ optional arguments:
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number).
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--strategy-list STRATEGY_LIST [STRATEGY_LIST ...]
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Provide a space-separated list of strategies to
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backtest Please note that ticker-interval needs to be
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backtest. Please note that ticker-interval needs to be
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set either in config or via command line. When using
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this together with --export trades, the strategy-name
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is injected into the filename (so backtest-data.json
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becomes backtest-data-DefaultStrategy.json
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--export EXPORT Export backtest results, argument are: trades. Example
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--export=trades
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this together with `--export trades`, the strategy-
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name is injected into the filename (so `backtest-
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data.json` becomes `backtest-data-
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DefaultStrategy.json`
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--export EXPORT Export backtest results, argument are: trades.
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Example: `--export=trades`
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--export-filename PATH
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Save backtest results to this filename requires
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--export to be set as well Example --export-
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filename=user_data/backtest_results/backtest_today.json
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(default: user_data/backtest_results/backtest-
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result.json)
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Save backtest results to the file with this filename
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(default: `user_data/backtest_results/backtest-
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result.json`). Requires `--export` to be set as well.
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Example: `--export-filename=user_data/backtest_results
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/backtest_today.json`
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```
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### Getting historic data for backtesting
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@ -222,13 +227,13 @@ to find optimal parameter values for your stategy.
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```
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usage: freqtrade hyperopt [-h] [-i TICKER_INTERVAL] [--timerange TIMERANGE]
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[--max_open_trades INT]
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[--stake_amount STAKE_AMOUNT] [-r]
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[--stake_amount STAKE_AMOUNT] [--fee FLOAT]
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[--customhyperopt NAME] [--hyperopt-path PATH]
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[--eps] [-e INT]
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[-s {all,buy,sell,roi,stoploss} [{all,buy,sell,roi,stoploss} ...]]
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[--dmmp] [--print-all] [--no-color] [-j JOBS]
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[--random-state INT] [--min-trades INT] [--continue]
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[--hyperopt-loss NAME]
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[--dmmp] [--print-all] [--no-color] [--print-json]
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[-j JOBS] [--random-state INT] [--min-trades INT]
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[--continue] [--hyperopt-loss NAME]
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optional arguments:
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-h, --help show this help message and exit
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@ -241,6 +246,8 @@ optional arguments:
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Specify max_open_trades to use.
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--stake_amount STAKE_AMOUNT
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Specify stake_amount.
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--fee FLOAT Specify fee %. Should be in %, will be applied twice
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(on trade entry and exit).
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--customhyperopt NAME
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Specify hyperopt class name (default:
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`DefaultHyperOpts`).
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@ -260,6 +267,7 @@ optional arguments:
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--print-all Print all results, not only the best ones.
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--no-color Disable colorization of hyperopt results. May be
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useful if you are redirecting output to a file.
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--print-json Print best result detailization in JSON format.
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-j JOBS, --job-workers JOBS
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The number of concurrently running jobs for
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hyperoptimization (hyperopt worker processes). If -1
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@ -278,8 +286,8 @@ optional arguments:
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generate completely different results, since the
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target for optimization is different. Built-in
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Hyperopt-loss-functions are: DefaultHyperOptLoss,
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OnlyProfitHyperOptLoss, SharpeHyperOptLoss.
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(default: `DefaultHyperOptLoss`).
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OnlyProfitHyperOptLoss, SharpeHyperOptLoss.(default:
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`DefaultHyperOptLoss`).
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```
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## Edge commands
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@ -288,25 +296,28 @@ To know your trade expectancy and winrate against historical data, you can use E
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```
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usage: freqtrade edge [-h] [-i TICKER_INTERVAL] [--timerange TIMERANGE]
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[--max_open_trades MAX_OPEN_TRADES]
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[--stake_amount STAKE_AMOUNT] [-r]
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[--stoplosses STOPLOSS_RANGE]
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[--max_open_trades INT] [--stake_amount STAKE_AMOUNT]
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[--fee FLOAT] [--stoplosses STOPLOSS_RANGE]
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optional arguments:
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-h, --help show this help message and exit
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-i TICKER_INTERVAL, --ticker-interval TICKER_INTERVAL
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Specify ticker interval (1m, 5m, 30m, 1h, 1d).
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Specify ticker interval (`1m`, `5m`, `30m`, `1h`,
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`1d`).
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--timerange TIMERANGE
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Specify what timerange of data to use.
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--max_open_trades MAX_OPEN_TRADES
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--max_open_trades INT
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Specify max_open_trades to use.
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--stake_amount STAKE_AMOUNT
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Specify stake_amount.
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--fee FLOAT Specify fee %. Should be in %, will be applied twice
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(on trade entry and exit).
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--stoplosses STOPLOSS_RANGE
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Defines a range of stoploss against which edge will
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assess the strategy the format is "min,max,step"
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(without any space).example:
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--stoplosses=-0.01,-0.1,-0.001
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Defines a range of stoploss values against which edge
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will assess the strategy. The format is "min,max,step"
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(without any space). Example:
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`--stoplosses=-0.01,-0.1,-0.001`
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```
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To understand edge and how to read the results, please read the [edge documentation](edge.md).
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