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Merge pull request #5496 from LoveIsGrief/docs/performance-warning

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Docs: Mention Performance Warning for strategies
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Matthias
2021-09-23 20:16:58 +02:00
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docs/strategy-customization.md
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@@ -942,6 +942,8 @@ Printing more than a few rows is also possible (simply use `print(dataframe)` i
## Common mistakes when developing strategies
### Peeking into the future while backtesting
Backtesting analyzes the whole time-range at once for performance reasons. Because of this, strategy authors need to make sure that strategies do not look-ahead into the future.
This is a common pain-point, which can cause huge differences between backtesting and dry/live run methods, since they all use data which is not available during dry/live runs, so these strategies will perform well during backtesting, but will fail / perform badly in real conditions.