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Document pairlists for backtesting

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Matthias 2020-04-25 15:38:20 +02:00
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docs/backtesting.md
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@ -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. 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" !!! Warning "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. 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 ### Run a backtesting against the currencies listed in your config file

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docs/configuration.md
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@ -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. 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. It is therefore advised to not use this setting for dry-runs.
#### Sell price without Orderbook enabled #### 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. 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. These pairs are dangerous since it may be impossible to place the desired stoploss - and often result in high losses.
#### Spread Filter #### Spread Filter
Removes pairs that have a difference between asks and bids above the specified ratio (default `0.005`). Removes pairs that have a difference between asks and bids above the specified ratio (default `0.005`).
Example: 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` 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`