From 57345476abf5992fca61d4537cef95e7e206cb48 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 25 Apr 2020 15:38:20 +0200 Subject: [PATCH] Document pairlists for backtesting --- docs/backtesting.md | 8 ++++++-- docs/configuration.md | 2 +- 2 files changed, 7 insertions(+), 3 deletions(-) diff --git a/docs/backtesting.md b/docs/backtesting.md index 3d08d5332..d6775e17c 100644 --- a/docs/backtesting.md +++ b/docs/backtesting.md @@ -17,8 +17,12 @@ For details on downloading, please refer to the [Data Downloading](data-download The result of backtesting will confirm if your bot has better odds of making a profit than a loss. -!!! Tip "Using dynamic pairlists for backtesting" - While using dynamic pairlists during backtesting is not possible, a dynamic pairlist using current data can be generated via the [`test-pairlist`](utils.md#test-pairlist) command, and needs to be specified as `"pair_whitelist"` attribute in the configuration. +!!! Warning "Using dynamic pairlists for backtesting" + Using dynamic pairlists is possible, however it relies on the current market conditions - which will not reflect the historic status of the pairlist. + Also, when using pairlists other than StaticPairlist, reproducability of backtesting-results cannot be guaranteed. + Please read the [pairlists documentation](configuration.md#pairlists) for more information. + + To achieve reproducible results, best generate a pairlist via the [`test-pairlist`](utils.md#test-pairlist) command and use that as static pairlist. ### Run a backtesting against the currencies listed in your config file diff --git a/docs/configuration.md b/docs/configuration.md index 338299781..3de89301f 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -544,7 +544,6 @@ A fixed slot (mirroring `bid_strategy.order_book_top`) can be defined by setting Using `ask_strategy.order_book_max` higher than 1 will result in improper dry-run results (significantly better than real orders executed on exchange), since dry-run assumes orders to be filled almost instantly. It is therefore advised to not use this setting for dry-runs. - #### Sell price without Orderbook enabled When not using orderbook (`ask_strategy.use_order_book=False`), the price at the `ask_strategy.price_side` side (defaults to `"ask"`) from the ticker will be used as the sell price. @@ -622,6 +621,7 @@ Min price precision is 8 decimals. If price is 0.00000011 - one step would be 0. These pairs are dangerous since it may be impossible to place the desired stoploss - and often result in high losses. #### Spread Filter + Removes pairs that have a difference between asks and bids above the specified ratio (default `0.005`). Example: If `DOGE/BTC` maximum bid is 0.00000026 and minimum ask is 0.00000027 the ratio is calculated as: `1 - bid/ask ~= 0.037` which is `> 0.005`