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Clearly warn about using future data during strategy development

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Matthias 2019-05-19 09:03:56 +02:00
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docs/bot-optimization.md
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@ -53,6 +53,12 @@ file as reference.**
It is therefore best to use vectorized operations (across the whole dataframe, not loops) and It is therefore best to use vectorized operations (across the whole dataframe, not loops) and
avoid index referencing (`df.iloc[-1]`), but instead use `df.shift()` to get to the previous candle. avoid index referencing (`df.iloc[-1]`), but instead use `df.shift()` to get to the previous candle.
!!! Warning Using future data
Since backtesting passes the full time interval to the `populate_*()` methods, the strategy author
needs to take care to avoid having the strategy utilize data from the future.
Samples for usage of future data are `dataframe.shift(-1)`, `dataframe.resample("1h")` (this uses the left border of the interval, so moves data from an hour to the start of the hour).
They all use data which is not available during regular operations, so these strategies will perform well during backtesting, but will fail / perform badly dry-run tests.
### Customize Indicators ### Customize Indicators
Buy and sell strategies need indicators. You can add more indicators by extending the list contained in the method `populate_indicators()` from your strategy file. Buy and sell strategies need indicators. You can add more indicators by extending the list contained in the method `populate_indicators()` from your strategy file.