From bb5a12dc110f3e61571342b702f69f7acdbdc91b Mon Sep 17 00:00:00 2001 From: Robert Davey Date: Wed, 19 Jul 2023 11:11:10 +0100 Subject: [PATCH] Add built-in trade fields in indicator list docs There are some trade- and candle-related fields that are always available to output on the indicator-list so have updated the docs to include the most commonly used ones. --- docs/advanced-backtesting.md | 16 ++++++++++++++++ 1 file changed, 16 insertions(+) diff --git a/docs/advanced-backtesting.md b/docs/advanced-backtesting.md index b587c4157..3926fb5b1 100644 --- a/docs/advanced-backtesting.md +++ b/docs/advanced-backtesting.md @@ -103,6 +103,22 @@ The indicators have to be present in your strategy's main DataFrame (either for timeframe or for informative timeframes) otherwise they will simply be ignored in the script output. +There are a range of candle and trade-related fields that are included in the analysis so are +automatically accessible by including them on the indicator-list, and these include: + +- **open_date :** trade open datetime +- **close_date :** trade close datetime +- **min_rate :** minimum price seen throughout the position +- **max_rate :** maxiumum price seen throughout the position +- **open :** signal candle open price +- **close :** signal candle close price +- **high :** signal candle high price +- **low :** signal candle low price +- **volume :** signal candle volumne +- **profit_ratio :** trade profit ratio +- **profit_abs :** absolute profit return of the trade + + ### Filtering the trade output by date To show only trades between dates within your backtested timerange, supply the usual `timerange` option in `YYYYMMDD-[YYYYMMDD]` format: