diff --git a/docs/advanced-backtesting.md b/docs/advanced-backtesting.md index 4d91c4305..8a8c1af77 100644 --- a/docs/advanced-backtesting.md +++ b/docs/advanced-backtesting.md @@ -1,6 +1,6 @@ # Advanced Backtesting Analysis -## Analyse the buy/entry and sell/exit tags +## Analyze the buy/entry and sell/exit tags It can be helpful to understand how a strategy behaves according to the buy/entry tags used to mark up different buy conditions. You might want to see more complex statistics about each buy and @@ -10,21 +10,14 @@ determine indicator values on the signal candle that resulted in a trade opening !!! Note The following buy reason analysis is only available for backtesting, *not hyperopt*. -We first need to tell freqtrade to export the signal candles for each opened trade, -so add the following option to your config file: +We need to run backtesting with the `--export` option set to `signals` to enable the exporting of +signals **and** trades: -``` -'backtest_signal_candle_export_enable': true, +``` bash +freqtrade backtesting -c --timeframe --strategy --timerange= --export=signals ``` -We then need to run backtesting and include the `--export` option to enable the exporting of -trades: - -```bash -freqtrade backtesting -c --timeframe --strategy --timerange= --export=trades -``` - -To analyse the buy tags, we need to use the `buy_reasons.py` script from +To analyze the buy tags, we need to use the `buy_reasons.py` script from [froggleston's repo](https://github.com/froggleston/freqtrade-buyreasons). Follow the instructions in their README to copy the script into your `freqtrade/scripts/` folder. @@ -39,9 +32,9 @@ backtesting with the `--cache none` option to make sure no cached results are us If all goes well, you should now see a `backtest-result-{timestamp}_signals.pkl` file in the `user_data/backtest_results` folder. -Now run the buy_reasons.py script, supplying a few options: +Now run the `buy_reasons.py` script, supplying a few options: -```bash +``` bash python3 scripts/buy_reasons.py -c -s -t -g0,1,2,3,4 ``` @@ -76,5 +69,5 @@ python3 scripts/buy_reasons.py -c -s -t