Update hyperopt doc to validate backtest results

This commit is contained in:
Matthias 2019-03-05 06:43:28 +01:00
parent b8eb3ecb1d
commit f6ca97d1dc
1 changed files with 7 additions and 2 deletions

View File

@ -285,8 +285,13 @@ This would translate to the following ROI table:
### Validate backtest result
Once the optimized strategy has been implemented into your strategy, you should backtest this strategy to make sure everything is working as expected.
To archive the same results (number of trades, ...) than during hyperopt, please use the command line flag `--disable-max-market-positions`.
This setting is the default for hyperopt for speed reasons. You can overwrite this in the configuration by setting `"position_stacking"=false` or by changing the relevant line in your hyperopt file [here](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/optimize/hyperopt.py#L283).
To archive the same results (number of trades, ...) than during hyperopt, please use the command line flags `--disable-max-market-positions` and `--enable-position-stacking` for backtesting.
This configuration is the default in hyperopt for performance reasons.
You can overwrite position stacking in the configuration by explicitly setting `"position_stacking"=false` or by changing the relevant line in your hyperopt file [here](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/optimize/hyperopt.py#L191).
Enabling the market-position for hyperopt is currently not possible.
!!! Note:
Dry/live runs will **NOT** use position stacking - therefore it does make sense to also validate the strategy without this as it's closer to reality.