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Update docs about precision limits in backtesting

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Matthias 2022-08-25 06:46:57 +02:00
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@ -561,6 +561,14 @@ BTC trades at 22.000\$ today (0.001 BTC is related to this) - but the backtestin
Today's minimum would be `0.001 * 22_000` - or 22\$.
However the limit could also be 50$ - based on `0.001 * 50_000` in some historic setting.
#### Trading precision limits
Most exchanges pose precision limits on both price and amounts, so you cannot buy 1.0020401 of a pair, or at a price of 1.24567123123.
Instead, these prices and amounts will be rounded or truncated (based on the exchange definition) to the defined trading precision.
The above values may for example be rounded to an amount of 1.002, and a price of 1.24567.
These precision values are based on current exchange limits (as described in the [above section](#trading-limits-in-backtesting)), as historic precision limits are not available.
## Improved backtest accuracy
One big limitation of backtesting is it's inability to know how prices moved intra-candle (was high before close, or viceversa?).