From d6309449cf1f26ad382b4c58e6baa0090b8377b6 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 16 Mar 2022 20:08:36 +0100 Subject: [PATCH] Fix short bug where close_rate is wrongly adjusted --- freqtrade/optimize/backtesting.py | 5 ++++- 1 file changed, 4 insertions(+), 1 deletion(-) diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index 267827a2c..6c5d098dc 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -542,7 +542,10 @@ class Backtesting: proposed_rate=closerate, current_profit=current_profit) # We can't place orders lower than current low. # freqtrade does not support this in live, and the order would fill immediately - closerate = max(closerate, sell_row[LOW_IDX]) + if trade.is_short: + closerate = min(closerate, sell_row[HIGH_IDX]) + else: + closerate = max(closerate, sell_row[LOW_IDX]) # Confirm trade exit: time_in_force = self.strategy.order_time_in_force['exit']