2024-08-20 18:11:01 +00:00
<!doctype html>
< html lang = "en" class = "no-js" >
< head >
< meta charset = "utf-8" >
< meta name = "viewport" content = "width=device-width,initial-scale=1" >
< meta name = "description" content = "Freqtrade is a free and open source crypto trading bot written in Python, designed to support all major exchanges and be controlled via Telegram or builtin Web UI" >
2024-09-04 19:09:36 +00:00
< link rel = "canonical" href = "https://www.freqtrade.io/en/2024.7/recursive-analysis/" >
2024-08-20 18:11:01 +00:00
< link rel = "prev" href = "../lookahead-analysis/" >
< link rel = "next" href = "../strategy-advanced/" >
< link rel = "icon" href = "../images/logo.png" >
2024-09-04 18:43:01 +00:00
< meta name = "generator" content = "mkdocs-1.6.1, mkdocs-material-9.5.34" >
2024-08-20 18:11:01 +00:00
< title > Recursive analysis - Freqtrade< / title >
2024-09-04 18:43:01 +00:00
< link rel = "stylesheet" href = "../assets/stylesheets/main.35f28582.min.css" >
2024-08-20 18:11:01 +00:00
< link rel = "stylesheet" href = "../assets/stylesheets/palette.06af60db.min.css" >
< link rel = "preconnect" href = "https://fonts.gstatic.com" crossorigin >
< link rel = "stylesheet" href = "https://fonts.googleapis.com/css?family=Roboto:300,300i,400,400i,700,700i%7CRoboto+Mono:400,400i,700,700i&display=fallback" >
< style > : root { --md-text-font : "Roboto" ; --md-code-font : "Roboto Mono" } < / style >
< link rel = "stylesheet" href = "../stylesheets/ft.extra.css" >
2024-09-04 18:43:01 +00:00
< script > _ _md _scope = new URL ( ".." , location ) , _ _md _hash = e => [ ... e ] . reduce ( ( ( e , _ ) => ( e << 5 ) - e + _ . charCodeAt ( 0 ) ) , 0 ) , _ _md _get = ( e , _ = localStorage , t = _ _md _scope ) => JSON . parse ( _ . getItem ( t . pathname + "." + e ) ) , _ _md _set = ( e , _ , t = localStorage , a = _ _md _scope ) => { try { t . setItem ( a . pathname + "." + e , JSON . stringify ( _ ) ) } catch ( e ) { } } < / script >
2024-08-20 18:11:01 +00:00
2024-09-04 18:43:01 +00:00
< script id = "__analytics" > function _ _md _analytics ( ) { function e ( ) { dataLayer . push ( arguments ) } window . dataLayer = window . dataLayer || [ ] , e ( "js" , new Date ) , e ( "config" , "G-VH170LG9M5" ) , document . addEventListener ( "DOMContentLoaded" , ( function ( ) { document . forms . search && document . forms . search . query . addEventListener ( "blur" , ( function ( ) { this . value && e ( "event" , "search" , { search _term : this . value } ) } ) ) ; document $ . subscribe ( ( function ( ) { var t = document . forms . feedback ; if ( void 0 !== t ) for ( var a of t . querySelectorAll ( "[type=submit]" ) ) a . addEventListener ( "click" , ( function ( a ) { a . preventDefault ( ) ; var n = document . location . pathname , d = this . getAttribute ( "data-md-value" ) ; e ( "event" , "feedback" , { page : n , data : d } ) , t . firstElementChild . disabled = ! 0 ; var r = t . querySelector ( ".md-feedback__note [data-md-value='" + d + "']" ) ; r && ( r . hidden = ! 1 ) } ) ) , t . hidden = ! 1 } ) ) , location$ . subscribe ( ( function ( t ) { e ( "config" , "G-VH170LG9M5" , { page _path : t . pathname } ) } ) ) } ) ) ; var t = document . createElement ( "script" ) ; t . async = ! 0 , t . src = "https://www.googletagmanager.com/gtag/js?id=G-VH170LG9M5" , document . getElementById ( "__analytics" ) . insertAdjacentElement ( "afterEnd" , t ) } < / script >
< script > "undefined" != typeof _ _md _analytics && _ _md _analytics ( ) < / script >
2024-08-20 18:11:01 +00:00
< / head >
< body dir = "ltr" data-md-color-scheme = "default" data-md-color-primary = "blue-grey" data-md-color-accent = "tear" >
< input class = "md-toggle" data-md-toggle = "drawer" type = "checkbox" id = "__drawer" autocomplete = "off" >
< input class = "md-toggle" data-md-toggle = "search" type = "checkbox" id = "__search" autocomplete = "off" >
< label class = "md-overlay" for = "__drawer" > < / label >
< div data-md-component = "skip" >
< a href = "#recursive-analysis" class = "md-skip" >
Skip to content
< / a >
< / div >
< div data-md-component = "announce" >
< / div >
< div data-md-color-scheme = "default" data-md-component = "outdated" hidden >
< / div >
< header class = "md-header md-header--shadow" data-md-component = "header" >
< nav class = "md-header__inner md-grid" aria-label = "Header" >
< a href = ".." title = "Freqtrade" class = "md-header__button md-logo" aria-label = "Freqtrade" data-md-component = "logo" >
< img src = "../images/logo.png" alt = "logo" >
< / a >
< label class = "md-header__button md-icon" for = "__drawer" >
2024-09-04 18:43:01 +00:00
< svg xmlns = "http://www.w3.org/2000/svg" viewBox = "0 0 24 24" > < path d = "M3 6h18v2H3zm0 5h18v2H3zm0 5h18v2H3z" / > < / svg >
2024-08-20 18:11:01 +00:00
< / label >
< div class = "md-header__title" data-md-component = "header-title" >
< div class = "md-header__ellipsis" >
< div class = "md-header__topic" >
< span class = "md-ellipsis" >
Freqtrade
< / span >
< / div >
< div class = "md-header__topic" data-md-component = "header-topic" >
< span class = "md-ellipsis" >
Recursive analysis
< / span >
< / div >
< / div >
< / div >
< form class = "md-header__option" data-md-component = "palette" >
< input class = "md-option" data-md-color-media = "" data-md-color-scheme = "default" data-md-color-primary = "blue-grey" data-md-color-accent = "tear" aria-label = "Switch to dark mode" type = "radio" name = "__palette" id = "__palette_0" >
< label class = "md-header__button md-icon" title = "Switch to dark mode" for = "__palette_1" hidden >
2024-09-04 18:43:01 +00:00
< svg xmlns = "http://www.w3.org/2000/svg" viewBox = "0 0 24 24" > < path d = "M17 6H7c-3.31 0-6 2.69-6 6s2.69 6 6 6h10c3.31 0 6-2.69 6-6s-2.69-6-6-6m0 10H7c-2.21 0-4-1.79-4-4s1.79-4 4-4h10c2.21 0 4 1.79 4 4s-1.79 4-4 4M7 9c-1.66 0-3 1.34-3 3s1.34 3 3 3 3-1.34 3-3-1.34-3-3-3" / > < / svg >
2024-08-20 18:11:01 +00:00
< / label >
< input class = "md-option" data-md-color-media = "" data-md-color-scheme = "slate" data-md-color-primary = "blue-grey" data-md-color-accent = "tear" aria-label = "Switch to light mode" type = "radio" name = "__palette" id = "__palette_1" >
< label class = "md-header__button md-icon" title = "Switch to light mode" for = "__palette_0" hidden >
2024-09-04 18:43:01 +00:00
< svg xmlns = "http://www.w3.org/2000/svg" viewBox = "0 0 24 24" > < path d = "M17 7H7a5 5 0 0 0-5 5 5 5 0 0 0 5 5h10a5 5 0 0 0 5-5 5 5 0 0 0-5-5m0 8a3 3 0 0 1-3-3 3 3 0 0 1 3-3 3 3 0 0 1 3 3 3 3 0 0 1-3 3" / > < / svg >
2024-08-20 18:11:01 +00:00
< / label >
< / form >
2024-09-04 18:43:01 +00:00
< script > var palette = _ _md _get ( "__palette" ) ; if ( palette && palette . color ) { if ( "(prefers-color-scheme)" === palette . color . media ) { var media = matchMedia ( "(prefers-color-scheme: light)" ) , input = document . querySelector ( media . matches ? "[data-md-color-media='(prefers-color-scheme: light)']" : "[data-md-color-media='(prefers-color-scheme: dark)']" ) ; palette . color . media = input . getAttribute ( "data-md-color-media" ) , palette . color . scheme = input . getAttribute ( "data-md-color-scheme" ) , palette . color . primary = input . getAttribute ( "data-md-color-primary" ) , palette . color . accent = input . getAttribute ( "data-md-color-accent" ) } for ( var [ key , value ] of Object . entries ( palette . color ) ) document . body . setAttribute ( "data-md-color-" + key , value ) } < / script >
2024-08-20 18:11:01 +00:00
< label class = "md-header__button md-icon" for = "__search" >
2024-09-04 18:43:01 +00:00
< svg xmlns = "http://www.w3.org/2000/svg" viewBox = "0 0 24 24" > < path d = "M9.5 3A6.5 6.5 0 0 1 16 9.5c0 1.61-.59 3.09-1.56 4.23l.27.27h.79l5 5-1.5 1.5-5-5v-.79l-.27-.27A6.52 6.52 0 0 1 9.5 16 6.5 6.5 0 0 1 3 9.5 6.5 6.5 0 0 1 9.5 3m0 2C7 5 5 7 5 9.5S7 14 9.5 14 14 12 14 9.5 12 5 9.5 5" / > < / svg >
2024-08-20 18:11:01 +00:00
< / label >
< div class = "md-search" data-md-component = "search" role = "dialog" >
< label class = "md-search__overlay" for = "__search" > < / label >
< div class = "md-search__inner" role = "search" >
< form class = "md-search__form" name = "search" >
< input type = "text" class = "md-search__input" name = "query" aria-label = "Search" placeholder = "Search" autocapitalize = "off" autocorrect = "off" autocomplete = "off" spellcheck = "false" data-md-component = "search-query" required >
< label class = "md-search__icon md-icon" for = "__search" >
2024-09-04 18:43:01 +00:00
< svg xmlns = "http://www.w3.org/2000/svg" viewBox = "0 0 24 24" > < path d = "M9.5 3A6.5 6.5 0 0 1 16 9.5c0 1.61-.59 3.09-1.56 4.23l.27.27h.79l5 5-1.5 1.5-5-5v-.79l-.27-.27A6.52 6.52 0 0 1 9.5 16 6.5 6.5 0 0 1 3 9.5 6.5 6.5 0 0 1 9.5 3m0 2C7 5 5 7 5 9.5S7 14 9.5 14 14 12 14 9.5 12 5 9.5 5" / > < / svg >
2024-08-20 18:11:01 +00:00
2024-09-04 18:43:01 +00:00
< svg xmlns = "http://www.w3.org/2000/svg" viewBox = "0 0 24 24" > < path d = "M20 11v2H8l5.5 5.5-1.42 1.42L4.16 12l7.92-7.92L13.5 5.5 8 11z" / > < / svg >
2024-08-20 18:11:01 +00:00
< / label >
< nav class = "md-search__options" aria-label = "Search" >
< a href = "javascript:void(0)" class = "md-search__icon md-icon" title = "Share" aria-label = "Share" data-clipboard data-clipboard-text = "" data-md-component = "search-share" tabindex = "-1" >
2024-09-04 18:43:01 +00:00
< svg xmlns = "http://www.w3.org/2000/svg" viewBox = "0 0 24 24" > < path d = "M18 16.08c-.76 0-1.44.3-1.96.77L8.91 12.7c.05-.23.09-.46.09-.7s-.04-.47-.09-.7l7.05-4.11c.54.5 1.25.81 2.04.81a3 3 0 0 0 3-3 3 3 0 0 0-3-3 3 3 0 0 0-3 3c0 .24.04.47.09.7L8.04 9.81C7.5 9.31 6.79 9 6 9a3 3 0 0 0-3 3 3 3 0 0 0 3 3c.79 0 1.5-.31 2.04-.81l7.12 4.15c-.05.21-.08.43-.08.66 0 1.61 1.31 2.91 2.92 2.91s2.92-1.3 2.92-2.91A2.92 2.92 0 0 0 18 16.08" / > < / svg >
2024-08-20 18:11:01 +00:00
< / a >
< button type = "reset" class = "md-search__icon md-icon" title = "Clear" aria-label = "Clear" tabindex = "-1" >
2024-09-04 18:43:01 +00:00
< svg xmlns = "http://www.w3.org/2000/svg" viewBox = "0 0 24 24" > < path d = "M19 6.41 17.59 5 12 10.59 6.41 5 5 6.41 10.59 12 5 17.59 6.41 19 12 13.41 17.59 19 19 17.59 13.41 12z" / > < / svg >
2024-08-20 18:11:01 +00:00
< / button >
< / nav >
< / form >
< div class = "md-search__output" >
< div class = "md-search__scrollwrap" tabindex = "0" data-md-scrollfix >
< div class = "md-search-result" data-md-component = "search-result" >
< div class = "md-search-result__meta" >
Initializing search
< / div >
< ol class = "md-search-result__list" role = "presentation" > < / ol >
< / div >
< / div >
< / div >
< / div >
< / div >
< div class = "md-header__source" >
< a href = "https://github.com/freqtrade/freqtrade" title = "Go to repository" class = "md-source" data-md-component = "source" >
< div class = "md-source__icon md-icon" >
2024-09-04 18:43:01 +00:00
< svg xmlns = "http://www.w3.org/2000/svg" viewBox = "0 0 448 512" > <!-- ! Font Awesome Free 6.6.0 by @fontawesome - https://fontawesome.com License - https://fontawesome.com/license/free (Icons: CC BY 4.0, Fonts: SIL OFL 1.1, Code: MIT License) Copyright 2024 Fonticons, Inc. --> < path d = "M439.55 236.05 244 40.45a28.87 28.87 0 0 0-40.81 0l-40.66 40.63 51.52 51.52c27.06-9.14 52.68 16.77 43.39 43.68l49.66 49.66c34.23-11.8 61.18 31 35.47 56.69-26.49 26.49-70.21-2.87-56-37.34L240.22 199v121.85c25.3 12.54 22.26 41.85 9.08 55a34.34 34.34 0 0 1-48.55 0c-17.57-17.6-11.07-46.91 11.25-56v-123c-20.8-8.51-24.6-30.74-18.64-45L142.57 101 8.45 235.14a28.86 28.86 0 0 0 0 40.81l195.61 195.6a28.86 28.86 0 0 0 40.8 0l194.69-194.69a28.86 28.86 0 0 0 0-40.81" / > < / svg >
2024-08-20 18:11:01 +00:00
< / div >
< div class = "md-source__repository" >
GitHub
< / div >
< / a >
< / div >
< / nav >
< / header >
< div class = "md-container" data-md-component = "container" >
< main class = "md-main" data-md-component = "main" >
< div class = "md-main__inner md-grid" >
<!-- Main navigation -->
< div class = "md-sidebar md-sidebar--primary" data-md-component = "sidebar" data-md-type = "navigation" >
< div class = "md-sidebar__scrollwrap" >
< div class = "md-sidebar__inner" >
< nav class = "md-nav md-nav--primary" aria-label = "Navigation" data-md-level = "0" >
< label class = "md-nav__title" for = "__drawer" >
< a href = ".." title = "Freqtrade" class = "md-nav__button md-logo" aria-label = "Freqtrade" data-md-component = "logo" >
< img src = "../images/logo.png" alt = "logo" >
< / a >
Freqtrade
< / label >
< div class = "md-nav__source" >
< a href = "https://github.com/freqtrade/freqtrade" title = "Go to repository" class = "md-source" data-md-component = "source" >
< div class = "md-source__icon md-icon" >
2024-09-04 18:43:01 +00:00
< svg xmlns = "http://www.w3.org/2000/svg" viewBox = "0 0 448 512" > <!-- ! Font Awesome Free 6.6.0 by @fontawesome - https://fontawesome.com License - https://fontawesome.com/license/free (Icons: CC BY 4.0, Fonts: SIL OFL 1.1, Code: MIT License) Copyright 2024 Fonticons, Inc. --> < path d = "M439.55 236.05 244 40.45a28.87 28.87 0 0 0-40.81 0l-40.66 40.63 51.52 51.52c27.06-9.14 52.68 16.77 43.39 43.68l49.66 49.66c34.23-11.8 61.18 31 35.47 56.69-26.49 26.49-70.21-2.87-56-37.34L240.22 199v121.85c25.3 12.54 22.26 41.85 9.08 55a34.34 34.34 0 0 1-48.55 0c-17.57-17.6-11.07-46.91 11.25-56v-123c-20.8-8.51-24.6-30.74-18.64-45L142.57 101 8.45 235.14a28.86 28.86 0 0 0 0 40.81l195.61 195.6a28.86 28.86 0 0 0 40.8 0l194.69-194.69a28.86 28.86 0 0 0 0-40.81" / > < / svg >
2024-08-20 18:11:01 +00:00
< / div >
< div class = "md-source__repository" >
GitHub
< / div >
< / a >
< / div >
< ul class = "md-nav__list" data-md-scrollfix >
< li class = "md-nav__item" >
< a href = ".." class = "md-nav__link" >
< span class = "md-ellipsis" >
Home
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "../docker_quickstart/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Quickstart with Docker
< / span >
< / a >
< / li >
< li class = "md-nav__item md-nav__item--nested" >
< input class = "md-nav__toggle md-toggle " type = "checkbox" id = "__nav_3" >
< label class = "md-nav__link" for = "__nav_3" id = "__nav_3_label" tabindex = "0" >
< span class = "md-ellipsis" >
Installation
< / span >
< span class = "md-nav__icon md-icon" > < / span >
< / label >
< nav class = "md-nav" data-md-level = "1" aria-labelledby = "__nav_3_label" aria-expanded = "false" >
< label class = "md-nav__title" for = "__nav_3" >
< span class = "md-nav__icon md-icon" > < / span >
Installation
< / label >
< ul class = "md-nav__list" data-md-scrollfix >
< li class = "md-nav__item" >
< a href = "../installation/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Linux/MacOS/Raspberry
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "../windows_installation/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Windows
< / span >
< / a >
< / li >
< / ul >
< / nav >
< / li >
< li class = "md-nav__item" >
< a href = "../bot-basics/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Freqtrade Basics
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "../configuration/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Configuration
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "../strategy-customization/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Strategy Customization
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "../strategy-callbacks/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Strategy Callbacks
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "../stoploss/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Stoploss
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "../plugins/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Plugins
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "../bot-usage/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Start the bot
< / span >
< / a >
< / li >
< li class = "md-nav__item md-nav__item--nested" >
< input class = "md-nav__toggle md-toggle " type = "checkbox" id = "__nav_11" >
< label class = "md-nav__link" for = "__nav_11" id = "__nav_11_label" tabindex = "0" >
< span class = "md-ellipsis" >
Control the bot
< / span >
< span class = "md-nav__icon md-icon" > < / span >
< / label >
< nav class = "md-nav" data-md-level = "1" aria-labelledby = "__nav_11_label" aria-expanded = "false" >
< label class = "md-nav__title" for = "__nav_11" >
< span class = "md-nav__icon md-icon" > < / span >
Control the bot
< / label >
< ul class = "md-nav__list" data-md-scrollfix >
< li class = "md-nav__item" >
< a href = "../telegram-usage/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Telegram
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "../freq-ui/" class = "md-nav__link" >
< span class = "md-ellipsis" >
freqUI
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "../rest-api/" class = "md-nav__link" >
< span class = "md-ellipsis" >
REST API
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "../webhook-config/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Web Hook
< / span >
< / a >
< / li >
< / ul >
< / nav >
< / li >
< li class = "md-nav__item" >
< a href = "../data-download/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Data Downloading
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "../backtesting/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Backtesting
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "../hyperopt/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Hyperopt
< / span >
< / a >
< / li >
< li class = "md-nav__item md-nav__item--nested" >
< input class = "md-nav__toggle md-toggle " type = "checkbox" id = "__nav_15" >
< label class = "md-nav__link" for = "__nav_15" id = "__nav_15_label" tabindex = "0" >
< span class = "md-ellipsis" >
FreqAI
< / span >
< span class = "md-nav__icon md-icon" > < / span >
< / label >
< nav class = "md-nav" data-md-level = "1" aria-labelledby = "__nav_15_label" aria-expanded = "false" >
< label class = "md-nav__title" for = "__nav_15" >
< span class = "md-nav__icon md-icon" > < / span >
FreqAI
< / label >
< ul class = "md-nav__list" data-md-scrollfix >
< li class = "md-nav__item" >
< a href = "../freqai/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Introduction
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "../freqai-configuration/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Configuration
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "../freqai-parameter-table/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Parameter table
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "../freqai-feature-engineering/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Feature engineering
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "../freqai-running/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Running FreqAI
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "../freqai-reinforcement-learning/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Reinforcement Learning
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "../freqai-developers/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Developer guide
< / span >
< / a >
< / li >
< / ul >
< / nav >
< / li >
< li class = "md-nav__item" >
< a href = "../leverage/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Short / Leverage
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "../utils/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Utility Sub-commands
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "../plotting/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Plotting
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "../exchanges/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Exchange-specific Notes
< / span >
< / a >
< / li >
< li class = "md-nav__item md-nav__item--nested" >
< input class = "md-nav__toggle md-toggle " type = "checkbox" id = "__nav_20" >
< label class = "md-nav__link" for = "__nav_20" id = "__nav_20_label" tabindex = "0" >
< span class = "md-ellipsis" >
Data Analysis
< / span >
< span class = "md-nav__icon md-icon" > < / span >
< / label >
< nav class = "md-nav" data-md-level = "1" aria-labelledby = "__nav_20_label" aria-expanded = "false" >
< label class = "md-nav__title" for = "__nav_20" >
< span class = "md-nav__icon md-icon" > < / span >
Data Analysis
< / label >
< ul class = "md-nav__list" data-md-scrollfix >
< li class = "md-nav__item" >
< a href = "../data-analysis/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Jupyter Notebooks
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "../strategy_analysis_example/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Strategy analysis
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "../advanced-backtesting/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Backtest analysis
< / span >
< / a >
< / li >
< / ul >
< / nav >
< / li >
< li class = "md-nav__item md-nav__item--active md-nav__item--nested" >
< input class = "md-nav__toggle md-toggle " type = "checkbox" id = "__nav_21" checked >
< label class = "md-nav__link" for = "__nav_21" id = "__nav_21_label" tabindex = "0" >
< span class = "md-ellipsis" >
Advanced Topics
< / span >
< span class = "md-nav__icon md-icon" > < / span >
< / label >
< nav class = "md-nav" data-md-level = "1" aria-labelledby = "__nav_21_label" aria-expanded = "true" >
< label class = "md-nav__title" for = "__nav_21" >
< span class = "md-nav__icon md-icon" > < / span >
Advanced Topics
< / label >
< ul class = "md-nav__list" data-md-scrollfix >
< li class = "md-nav__item" >
< a href = "../advanced-setup/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Advanced Post-installation Tasks
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "../trade-object/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Trade Object
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "../lookahead-analysis/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Lookahead analysis
< / span >
< / a >
< / li >
< li class = "md-nav__item md-nav__item--active" >
< input class = "md-nav__toggle md-toggle" type = "checkbox" id = "__toc" >
< label class = "md-nav__link md-nav__link--active" for = "__toc" >
< span class = "md-ellipsis" >
Recursive analysis
< / span >
< span class = "md-nav__icon md-icon" > < / span >
< / label >
< a href = "./" class = "md-nav__link md-nav__link--active" >
< span class = "md-ellipsis" >
Recursive analysis
< / span >
< / a >
< nav class = "md-nav md-nav--secondary" aria-label = "Table of contents" >
< label class = "md-nav__title" for = "__toc" >
< span class = "md-nav__icon md-icon" > < / span >
Table of contents
< / label >
< ul class = "md-nav__list" data-md-component = "toc" data-md-scrollfix >
< li class = "md-nav__item" >
< a href = "#recursive-analysis-command-reference" class = "md-nav__link" >
< span class = "md-ellipsis" >
Recursive-analysis command reference
< / span >
< / a >
< nav class = "md-nav" aria-label = "Recursive-analysis command reference" >
< ul class = "md-nav__list" >
< li class = "md-nav__item" >
< a href = "#why-are-odd-numbered-default-startup-candles-used" class = "md-nav__link" >
< span class = "md-ellipsis" >
Why are odd-numbered default startup candles used?
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "#how-does-the-command-work" class = "md-nav__link" >
< span class = "md-ellipsis" >
How does the command work?
< / span >
< / a >
< / li >
< / ul >
< / nav >
< / li >
< li class = "md-nav__item" >
< a href = "#understanding-the-recursive-analysis-output" class = "md-nav__link" >
< span class = "md-ellipsis" >
Understanding the recursive-analysis output
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "#caveats" class = "md-nav__link" >
< span class = "md-ellipsis" >
Caveats
< / span >
< / a >
< / li >
< / ul >
< / nav >
< / li >
< li class = "md-nav__item" >
< a href = "../strategy-advanced/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Advanced Strategy
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "../advanced-hyperopt/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Advanced Hyperopt
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "../advanced-orderflow/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Orderflow
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "../producer-consumer/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Producer/Consumer mode
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "../sql_cheatsheet/" class = "md-nav__link" >
< span class = "md-ellipsis" >
SQL Cheat-sheet
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "../edge/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Edge Positioning
< / span >
< / a >
< / li >
< / ul >
< / nav >
< / li >
< li class = "md-nav__item" >
< a href = "../faq/" class = "md-nav__link" >
< span class = "md-ellipsis" >
FAQ
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "../strategy_migration/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Strategy migration
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "../updating/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Updating Freqtrade
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "../deprecated/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Deprecated Features
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "../developer/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Contributors Guide
< / span >
< / a >
< / li >
< / ul >
< / nav >
< / div >
< / div >
< / div >
<!-- Table of contents -->
< div class = "md-sidebar md-sidebar--secondary" data-md-component = "sidebar" data-md-type = "toc" >
< div class = "md-sidebar__scrollwrap" >
< div class = "md-sidebar__inner" >
< nav class = "md-nav md-nav--secondary" aria-label = "Table of contents" >
< label class = "md-nav__title" for = "__toc" >
< span class = "md-nav__icon md-icon" > < / span >
Table of contents
< / label >
< ul class = "md-nav__list" data-md-component = "toc" data-md-scrollfix >
< li class = "md-nav__item" >
< a href = "#recursive-analysis-command-reference" class = "md-nav__link" >
< span class = "md-ellipsis" >
Recursive-analysis command reference
< / span >
< / a >
< nav class = "md-nav" aria-label = "Recursive-analysis command reference" >
< ul class = "md-nav__list" >
< li class = "md-nav__item" >
< a href = "#why-are-odd-numbered-default-startup-candles-used" class = "md-nav__link" >
< span class = "md-ellipsis" >
Why are odd-numbered default startup candles used?
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "#how-does-the-command-work" class = "md-nav__link" >
< span class = "md-ellipsis" >
How does the command work?
< / span >
< / a >
< / li >
< / ul >
< / nav >
< / li >
< li class = "md-nav__item" >
< a href = "#understanding-the-recursive-analysis-output" class = "md-nav__link" >
< span class = "md-ellipsis" >
Understanding the recursive-analysis output
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "#caveats" class = "md-nav__link" >
< span class = "md-ellipsis" >
Caveats
< / span >
< / a >
< / li >
< / ul >
< / nav >
< / div >
< / div >
< / div >
< div class = "md-content" data-md-component = "content" >
< article class = "md-content__inner md-typeset" >
< h1 id = "recursive-analysis" > Recursive analysis< a class = "headerlink" href = "#recursive-analysis" title = "Permanent link" > ¶ < / a > < / h1 >
< p > This page explains how to validate your strategy for inaccuracies due to recursive issues with certain indicators.< / p >
< p > A recursive formula defines any term of a sequence relative to its preceding term(s). An example of a recursive formula is a< sub > n< / sub > = a< sub > n-1< / sub > + b.< / p >
< p > Why does this matter for Freqtrade? In backtesting, the bot will get full data of the pairs according to the timerange specified. But in a dry/live run, the bot will be limited by the amount of data each exchanges gives.< / p >
< p > For example, to calculate a very basic indicator called < code > steps< / code > , the first row's value is always 0, while the following rows' values are equal to the value of the previous row plus 1. If I were to calculate it using the latest 1000 candles, then the < code > steps< / code > value of the first row is 0, and the < code > steps< / code > value at the last closed candle is 999.< / p >
< p > What happens if the calculation is using only the latest 500 candles? Then instead of 999, the < code > steps< / code > value at last closed candle is 499. The difference of the value means your backtest result can differ from your dry/live run result.< / p >
< p > The < code > recursive-analysis< / code > command requires historic data to be available. To learn how to get data for the pairs and exchange you're interested in,
head over to the < a href = "../data-download/" > Data Downloading< / a > section of the documentation.< / p >
< p > This command is built upon preparing different lengths of data and calculates indicators based on them.
This does not backtest the strategy itself, but rather only calculates the indicators. After calculating the indicators of different startup candle values (< code > startup_candle_count< / code > ) are done, the values of last rows across all specified < code > startup_candle_count< / code > are compared to see how much variance they show compared to the base calculation.< / p >
< p > Command settings:< / p >
< ul >
< li > Use the < code > -p< / code > option to set your desired pair to analyze. Since we are only looking at indicator values, using more than one pair is redundant. Preferably use a pair with a relatively high price and at least moderate volatility, such as BTC or ETH, to avoid rounding issues that can make the results inaccurate. If no pair is set on the command, the pair used for this analysis is the first pair in the whitelist.< / li >
< li > It is recommended to set a long timerange (at least 5000 candles) so that the initial indicators' calculation that is going to be used as a benchmark has very small or no recursive issues itself. For example, for a 5m timeframe, a timerange of 5000 candles would be equal to 18 days.< / li >
< li > < code > --cache< / code > is forced to "none" to avoid loading previous indicators calculation automatically.< / li >
< / ul >
< p > In addition to the recursive formula check, this command also carries out a simple lookahead bias check on the indicator values only. For a full lookahead check, use < a href = "../lookahead-analysis/" > Lookahead-analysis< / a > .< / p >
< h2 id = "recursive-analysis-command-reference" > Recursive-analysis command reference< a class = "headerlink" href = "#recursive-analysis-command-reference" title = "Permanent link" > ¶ < / a > < / h2 >
< div class = "highlight" > < pre > < span > < / span > < code > usage: freqtrade recursive-analysis [-h] [-v] [--logfile FILE] [-V] [-c PATH]
[-d PATH] [--userdir PATH] [-s NAME]
[--strategy-path PATH]
[--recursive-strategy-search]
[--freqaimodel NAME]
[--freqaimodel-path PATH] [-i TIMEFRAME]
[--timerange TIMERANGE]
[--data-format-ohlcv {json,jsongz,hdf5,feather,parquet}]
[-p PAIR]
[--freqai-backtest-live-models]
[--startup-candle STARTUP_CANDLES [STARTUP_CANDLES ...]]
optional arguments:
-h, --help show this help message and exit
-i TIMEFRAME, --timeframe TIMEFRAME
Specify timeframe (`1m`, `5m`, `30m`, `1h`, `1d`).
--data-format-ohlcv {json,jsongz,hdf5,feather,parquet}
Storage format for downloaded candle (OHLCV) data.
(default: `feather`).
-p PAIR, --pairs PAIR
Limit command to this pair.
--startup-candle STARTUP_CANDLE [STARTUP_CANDLE ...]
Provide a space-separated list of startup_candle_count to
be checked. Default : `199 399 499 999 1999`.
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--logfile FILE Log to the file specified. Special values are:
' syslog' , ' journald' . See the documentation for more
details.
-V, --version show program' s version number and exit
-c PATH, --config PATH
Specify configuration file (default:
`userdir/config.json` or `config.json` whichever
exists). Multiple --config options may be used. Can be
set to `-` to read config from stdin.
-d PATH, --datadir PATH
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
Strategy arguments:
-s NAME, --strategy NAME
Specify strategy class name which will be used by the
bot.
--strategy-path PATH Specify additional strategy lookup path.
--timerange TIMERANGE
Specify what timerange of data to use.
< / code > < / pre > < / div >
< h3 id = "why-are-odd-numbered-default-startup-candles-used" > Why are odd-numbered default startup candles used?< a class = "headerlink" href = "#why-are-odd-numbered-default-startup-candles-used" title = "Permanent link" > ¶ < / a > < / h3 >
< p > The default value for startup candles are odd numbers. When the bot fetches candle data from the exchange's API, the last candle is the one being checked by the bot and the rest of the data are the "startup candles".< / p >
< p > For example, Binance allows 1000 candles per API call. When the bot receives 1000 candles, the last candle is the "current candle", and the preceding 999 candles are the "startup candles". By setting the startup candle count as 1000 instead of 999, the bot will try to fetch 1001 candles instead. The exchange API will then send candle data in a paginated form, i.e. in case of the Binance API, this will be two groups- one of length 1000 and another of length 1. This results in the bot thinking the strategy needs 1001 candles of data, and so it will download 2000 candles worth of data instead, which means there will be 1 "current candle" and 1999 "startup candles".< / p >
< p > Furthermore, exchanges limit the number of consecutive bulk API calls, e.g. Binance allows 5 calls. In this case, only 5000 candles can be downloaded from Binance API without hitting the API rate limit, which means the max < code > startup_candle_count< / code > you can have is 4999.< / p >
< p > Please note that this candle limit may be changed in the future by the exchanges without any prior notice.< / p >
< h3 id = "how-does-the-command-work" > How does the command work?< a class = "headerlink" href = "#how-does-the-command-work" title = "Permanent link" > ¶ < / a > < / h3 >
< ul >
< li > Firstly an initial indicator calculation is carried out using the supplied timerange to generate a benchmark for indicator values.< / li >
< li > After setting the benchmark it will then carry out additional runs for each of the different startup candle count values.< / li >
< li > The command will then compare the indicator values at the last candle rows and report the differences in a table.< / li >
< / ul >
< h2 id = "understanding-the-recursive-analysis-output" > Understanding the recursive-analysis output< a class = "headerlink" href = "#understanding-the-recursive-analysis-output" title = "Permanent link" > ¶ < / a > < / h2 >
< p > This is an example of an output results table where at least one indicator has a recursive formula issue:< / p >
< div class = "highlight" > < pre > < span > < / span > < code > | indicators | 20 | 40 | 80 | 100 | 150 | 300 | 999 |
|--------------+---------+---------+--------+--------+---------+---------+--------|
| rsi_30 | nan% | -6.025% | 0.612% | 0.828% | -0.140% | 0.000% | 0.000% |
| rsi_14 | 24.141% | -0.876% | 0.070% | 0.007% | -0.000% | -0.000% | - |
< / code > < / pre > < / div >
< p > The column headers indicate the different < code > startup_candle_count< / code > used in the analysis. The values in the table indicate the variance of the calculated indicators compared to the benchmark value.< / p >
< p > < code > nan%< / code > means the value of that indicator cannot be calculated due to lack of data. In this example, you cannot calculate RSI with length 30 with just 21 candles (1 current candle + 20 startup candles).< / p >
< p > Users should assess the table per indicator to decide if the specified < code > startup_candle_count< / code > results in a sufficiently small variance so that the indicator does not have any effect on entries and/or exits.< / p >
< p > As such, aiming for absolute zero variance (shown by < code > -< / code > value) might not be the best option, because some indicators might require you to use such a long < code > startup_candle_count< / code > to have zero variance.< / p >
< h2 id = "caveats" > Caveats< a class = "headerlink" href = "#caveats" title = "Permanent link" > ¶ < / a > < / h2 >
< ul >
< li > < code > recursive-analysis< / code > will only calculate and compare the indicator values at the last row. The output table reports the percentage differences between the different startup candle count calculations and the original benchmark calculation. Whether it has any actual impact on your entries and exits is not included.< / li >
< li > The ideal scenario is that indicators will have no variance (or at least very close to 0%) despite the startup candle being varied. In reality, indicators such as EMA are using a recursive formula to calculate indicator values, so the goal is not necessarily to have zero percentage variance, but to have the variance low enough (and therefore < code > startup_candle_count< / code > high enough) that the recursion inherent in the indicator will not have any real impact on trading decisions.< / li >
< li > < code > recursive-analysis< / code > will only run calculations on < code > populate_indicators< / code > and < code > @informative< / code > decorator(s). If you put any indicator calculation on < code > populate_entry_trend< / code > or < code > populate_exit_trend< / code > , it won't be calculated.< / li >
< / ul >
2024-09-04 18:43:01 +00:00
2024-08-20 18:11:01 +00:00
< / article >
< / div >
< script > var target = document . getElementById ( location . hash . slice ( 1 ) ) ; target && target . name && ( target . checked = target . name . startsWith ( "__tabbed_" ) ) < / script >
< / div >
< button type = "button" class = "md-top md-icon" data-md-component = "top" hidden >
2024-09-04 18:43:01 +00:00
< svg xmlns = "http://www.w3.org/2000/svg" viewBox = "0 0 24 24" > < path d = "M13 20h-2V8l-5.5 5.5-1.42-1.42L12 4.16l7.92 7.92-1.42 1.42L13 8z" / > < / svg >
2024-08-20 18:11:01 +00:00
Back to top
< / button >
< / main >
< footer class = "md-footer" >
< nav class = "md-footer__inner md-grid" aria-label = "Footer" >
< a href = "../lookahead-analysis/" class = "md-footer__link md-footer__link--prev" aria-label = "Previous: Lookahead analysis" >
< div class = "md-footer__button md-icon" >
2024-09-04 18:43:01 +00:00
< svg xmlns = "http://www.w3.org/2000/svg" viewBox = "0 0 24 24" > < path d = "M20 11v2H8l5.5 5.5-1.42 1.42L4.16 12l7.92-7.92L13.5 5.5 8 11z" / > < / svg >
2024-08-20 18:11:01 +00:00
< / div >
< div class = "md-footer__title" >
< span class = "md-footer__direction" >
Previous
< / span >
< div class = "md-ellipsis" >
Lookahead analysis
< / div >
< / div >
< / a >
< a href = "../strategy-advanced/" class = "md-footer__link md-footer__link--next" aria-label = "Next: Advanced Strategy" >
< div class = "md-footer__title" >
< span class = "md-footer__direction" >
Next
< / span >
< div class = "md-ellipsis" >
Advanced Strategy
< / div >
< / div >
< div class = "md-footer__button md-icon" >
2024-09-04 18:43:01 +00:00
< svg xmlns = "http://www.w3.org/2000/svg" viewBox = "0 0 24 24" > < path d = "M4 11v2h12l-5.5 5.5 1.42 1.42L19.84 12l-7.92-7.92L10.5 5.5 16 11z" / > < / svg >
2024-08-20 18:11:01 +00:00
< / div >
< / a >
< / nav >
< div class = "md-footer-meta md-typeset" >
< div class = "md-footer-meta__inner md-grid" >
< div class = "md-copyright" >
Made with
< a href = "https://squidfunk.github.io/mkdocs-material/" target = "_blank" rel = "noopener" >
Material for MkDocs
< / a >
< / div >
< / div >
< / div >
< / footer >
<!-- Place this tag in your head or just before your close body tag. -->
< script async defer src = "https://buttons.github.io/buttons.js" > < / script >
< script src = "https://code.jquery.com/jquery-3.4.1.min.js"
integrity="sha256-CSXorXvZcTkaix6Yvo6HppcZGetbYMGWSFlBw8HfCJo=" crossorigin="anonymous">< / script >
< / div >
< div class = "md-dialog" data-md-component = "dialog" >
< div class = "md-dialog__inner md-typeset" > < / div >
< / div >
2024-09-04 18:43:01 +00:00
< script id = "__config" type = "application/json" > { "base" : ".." , "features" : [ "content.code.annotate" , "search.share" , "content.code.copy" , "navigation.top" , "navigation.footer" ] , "search" : "../assets/javascripts/workers/search.07f07601.min.js" , "translations" : { "clipboard.copied" : "Copied to clipboard" , "clipboard.copy" : "Copy to clipboard" , "search.result.more.one" : "1 more on this page" , "search.result.more.other" : "# more on this page" , "search.result.none" : "No matching documents" , "search.result.one" : "1 matching document" , "search.result.other" : "# matching documents" , "search.result.placeholder" : "Type to start searching" , "search.result.term.missing" : "Missing" , "select.version" : "Select version" } , "version" : { "alias" : true , "provider" : "mike" } } < / script >
2024-08-20 18:11:01 +00:00
2024-09-04 18:43:01 +00:00
< script src = "../assets/javascripts/bundle.56dfad97.min.js" > < / script >
2024-08-20 18:11:01 +00:00
< script src = "../javascripts/config.js" > < / script >
< script src = "https://polyfill.io/v3/polyfill.min.js?features=es6" > < / script >
< script src = "https://cdn.jsdelivr.net/npm/mathjax@3/es5/tex-mml-chtml.js" > < / script >
< / body >
< / html >
