# Strategy analysis example Debugging a strategy can be time-consuming. FreqTrade offers helper functions to visualize raw data. ## Setup ```python from pathlib import Path # Customize these according to your needs. # Define some constants ticker_interval = "5m" # Name of the strategy class strategy_name = 'SampleStrategy' # Path to user data user_data_dir = Path('user_data') # Location of the strategy strategy_location = user_data_dir / 'strategies' # Location of the data data_location = Path(user_data_dir, 'data', 'binance') # Pair to analyze - Only use one pair here pair = "BTC_USDT" ``` ```python # Load data using values set above from freqtrade.data.history import load_pair_history candles = load_pair_history(datadir=data_location, ticker_interval=ticker_interval, pair=pair) # Confirm success print("Loaded " + str(len(candles)) + f" rows of data for {pair} from {data_location}") candles.head() ``` ## Load and run strategy * Rerun each time the strategy file is changed ```python # Load strategy using values set above from freqtrade.resolvers import StrategyResolver strategy = StrategyResolver({'strategy': strategy_name, 'user_data_dir': user_data_dir, 'strategy_path': strategy_location}).strategy # Generate buy/sell signals using strategy df = strategy.analyze_ticker(candles, {'pair': pair}) df.tail() ``` ### Display the trade details * Note that using `data.head()` would also work, however most indicators have some "startup" data at the top of the dataframe. * Some possible problems * Columns with NaN values at the end of the dataframe * Columns used in `crossed*()` functions with completely different units * Comparison with full backtest * having 200 buy signals as output for one pair from `analyze_ticker()` does not necessarily mean that 200 trades will be made during backtesting. * Assuming you use only one condition such as, `df['rsi'] < 30` as buy condition, this will generate multiple "buy" signals for each pair in sequence (until rsi returns > 29). The bot will only buy on the first of these signals (and also only if a trade-slot ("max_open_trades") is still available), or on one of the middle signals, as soon as a "slot" becomes available. ```python # Report results print(f"Generated {df['buy'].sum()} buy signals") data = df.set_index('date', drop=False) data.tail() ``` ## Load existing objects into a Jupyter notebook The following cells assume that you have already generated data using the cli. They will allow you to drill deeper into your results, and perform analysis which otherwise would make the output very difficult to digest due to information overload. ### Load backtest results to pandas dataframe Analyze a trades dataframe (also used below for plotting) ```python from freqtrade.data.btanalysis import load_backtest_data # Load backtest results trades = load_backtest_data(user_data_dir / "backtest_results/backtest-result.json") # Show value-counts per pair trades.groupby("pair")["sell_reason"].value_counts() ``` ### Load live trading results into a pandas dataframe In case you did already some trading and want to analyze your performance ```python from freqtrade.data.btanalysis import load_trades_from_db # Fetch trades from database trades = load_trades_from_db("sqlite:///tradesv3.sqlite") # Display results trades.groupby("pair")["sell_reason"].value_counts() ``` ## Plot results Freqtrade offers interactive plotting capabilities based on plotly. ```python from freqtrade.plot.plotting import generate_candlestick_graph # Limit graph period to keep plotly quick and reactive data_red = data['2019-06-01':'2019-06-10'] # Generate candlestick graph graph = generate_candlestick_graph(pair=pair, data=data_red, trades=trades, indicators1=['sma20', 'ema50', 'ema55'], indicators2=['rsi', 'macd', 'macdsignal', 'macdhist'] ) ``` ```python # Show graph inline # graph.show() # Render graph in a seperate window graph.show(renderer="browser") ``` Feel free to submit an issue or Pull Request enhancing this document if you would like to share ideas on how to best analyze the data.