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Matthias 2019-10-20 10:34:04 +02:00
parent 0adcee9233
commit b805e4e150
2 changed files with 4 additions and 2 deletions
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5
docs/backtesting.md
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@ -199,8 +199,9 @@ Since backtesting lacks some detailed information about what happens within a ca
- Low happens before high for stoploss, protecting capital first. - Low happens before high for stoploss, protecting capital first.
- ROI sells are compared to high - but the ROI value is used (e.g. ROI = 2%, high=5% - so the sell will be at 2%) - ROI sells are compared to high - but the ROI value is used (e.g. ROI = 2%, high=5% - so the sell will be at 2%)
- Stoploss sells happen exactly at stoploss price, even if low was lower - Stoploss sells happen exactly at stoploss price, even if low was lower
- Trailing stoploss: High happens first - adjusting stoploss - Trailing stoploss
- Trailing stoploss: Low uses the adjusted stoploss (so sells with large high-low difference are backtested correctly) - High happens first - adjusting stoploss
- Low uses the adjusted stoploss (so sells with large high-low difference are backtested correctly)
- Sell-reason does not explain if a trade was positive or negative, just what triggered the sell (this can look odd if negative ROI values are used) - Sell-reason does not explain if a trade was positive or negative, just what triggered the sell (this can look odd if negative ROI values are used)
Taking these assumptions, backtesting tries to mirror real trading as closely as possible. However, backtesting will **never** replace running a strategy in dry-run mode. Taking these assumptions, backtesting tries to mirror real trading as closely as possible. However, backtesting will **never** replace running a strategy in dry-run mode.

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mkdocs.yml
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@ -52,3 +52,4 @@ markdown_extensions:
- pymdownx.tasklist: - pymdownx.tasklist:
custom_checkbox: true custom_checkbox: true
- pymdownx.tilde - pymdownx.tilde
- mdx_truly_sane_lists