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improve wording in freqai doc

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robcaulk 2023-01-05 20:13:48 +01:00
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docs/freqai-running.md
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@ -68,10 +68,8 @@ Backtesting mode requires [downloading the necessary data](#downloading-data-to-
This way, you can return to using any model you wish by simply specifying the `identifier`.
!!! Note
Backtesting calls the `set_freqai_targets()` function for every window defined in `backtest_period_days` parameter
to better simulate the dry/run live behavior, but it's analyzes the whole time-range at once in `feature_engineering_*()` for performance reasons.
Because of this, strategy authors need to make sure that strategies do not look-ahead into the future at `feature_engineering_*()` functions.
Strategy authors should carefully read the [Common Mistakes](strategy-customization.md#common-mistakes-when-developing-strategies)
Backtesting calls `set_freqai_targets()` one time for each backtest window (where the number of windows is the full backtest timerange divided by the `backtest_period_days` parameter). Doing this means that the targets simulate dry/live behavior without look ahead bias. However, the definition of the features in `feature_engineering_*()` is performed once on the entire backtest timerange. This means that you should be sure that features do look-ahead into the future.
More details about look-ahead bias can be found in [Common Mistakes](strategy-customization.md#common-mistakes-when-developing-strategies).
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