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# Advanced Backtesting Analysis
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## Analyse the buy/entry and sell/exit tags
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## Analyze the buy/entry and sell/exit tags
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It can be helpful to understand how a strategy behaves according to the buy/entry tags used to
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mark up different buy conditions. You might want to see more complex statistics about each buy and
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@ -10,21 +10,14 @@ determine indicator values on the signal candle that resulted in a trade opening
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!!! Note
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The following buy reason analysis is only available for backtesting, *not hyperopt*.
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We first need to tell freqtrade to export the signal candles for each opened trade,
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so add the following option to your config file:
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We need to run backtesting with the `--export` option set to `signals` to enable the exporting of
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signals **and** trades:
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```
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'backtest_signal_candle_export_enable': true,
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``` bash
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freqtrade backtesting -c <config.json> --timeframe <tf> --strategy <strategy_name> --timerange=<timerange> --export=signals
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```
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We then need to run backtesting and include the `--export` option to enable the exporting of
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trades:
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```bash
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freqtrade backtesting -c <config.json> --timeframe <tf> --strategy <strategy_name> --timerange=<timerange> --export=trades
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```
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To analyse the buy tags, we need to use the `buy_reasons.py` script from
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To analyze the buy tags, we need to use the `buy_reasons.py` script from
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[froggleston's repo](https://github.com/froggleston/freqtrade-buyreasons). Follow the instructions
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in their README to copy the script into your `freqtrade/scripts/` folder.
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@ -39,9 +32,9 @@ backtesting with the `--cache none` option to make sure no cached results are us
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If all goes well, you should now see a `backtest-result-{timestamp}_signals.pkl` file in the
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`user_data/backtest_results` folder.
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Now run the buy_reasons.py script, supplying a few options:
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Now run the `buy_reasons.py` script, supplying a few options:
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```bash
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``` bash
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python3 scripts/buy_reasons.py -c <config.json> -s <strategy_name> -t <timerange> -g0,1,2,3,4
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```
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@ -76,5 +69,5 @@ python3 scripts/buy_reasons.py -c <config.json> -s <strategy_name> -t <timerange
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```
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The indicators have to be present in your strategy's main DataFrame (either for your main
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timeframe or for informatives) otherwise they will simply be ignored in the script
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timeframe or for informative timeframes) otherwise they will simply be ignored in the script
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output.
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@ -29,6 +29,7 @@ nav:
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- Data Analysis:
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- Jupyter Notebooks: data-analysis.md
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- Strategy analysis: strategy_analysis_example.md
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- Backtest analysis: advanced-backtesting.md
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- Advanced Topics:
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- Advanced Post-installation Tasks: advanced-setup.md
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- Edge Positioning: edge.md
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