From c2be9b971c89795adcbdc98bd2aee2ae8a039c5a Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 4 Apr 2021 07:02:59 +0200 Subject: [PATCH] Improve backtest assumptions with fill rules --- docs/backtesting.md | 1 + 1 file changed, 1 insertion(+) diff --git a/docs/backtesting.md b/docs/backtesting.md index c8acfdbe1..e16225f94 100644 --- a/docs/backtesting.md +++ b/docs/backtesting.md @@ -420,6 +420,7 @@ It contains some useful key metrics about performance of your strategy on backte Since backtesting lacks some detailed information about what happens within a candle, it needs to take a few assumptions: - Buys happen at open-price +- All orders are filled at the requested price (no slippage, no unfilled orders) - Sell-signal sells happen at open-price of the consecutive candle - Sell-signal is favored over Stoploss, because sell-signals are assumed to trigger on candle's open - ROI