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Update hyperopt doc to validate backtest results

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Matthias 2019-03-05 06:43:28 +01:00
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docs/hyperopt.md
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@ -285,8 +285,13 @@ This would translate to the following ROI table:
### Validate backtest result ### 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. 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`. 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 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).
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: !!! 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. 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.