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1127 lines
37 KiB
HTML
1127 lines
37 KiB
HTML
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<link rel="canonical" href="https://www.freqtrade.io/2021.6/strategy_analysis_example/">
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<meta name="generator" content="mkdocs-1.2.1, mkdocs-material-7.1.8">
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<title>Strategy analysis - Freqtrade</title>
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<link rel="stylesheet" href="https://fonts.googleapis.com/css?family=Roboto:300,400,400i,700%7CRoboto+Mono&display=fallback">
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<style>:root{--md-text-font-family:"Roboto";--md-code-font-family:"Roboto Mono"}</style>
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<link rel="stylesheet" href="../stylesheets/ft.extra.css">
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</head>
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<body dir="ltr" data-md-color-scheme="default" data-md-color-primary="blue-grey" data-md-color-accent="tear">
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<script>function __prefix(e){return new URL("..",location).pathname+"."+e}function __get(e,t=localStorage){return JSON.parse(t.getItem(__prefix(e)))}</script>
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<input class="md-toggle" data-md-toggle="drawer" type="checkbox" id="__drawer" autocomplete="off">
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<input class="md-toggle" data-md-toggle="search" type="checkbox" id="__search" autocomplete="off">
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<label class="md-overlay" for="__drawer"></label>
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<div data-md-component="skip">
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<a href="#strategy-analysis-example" class="md-skip">
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Skip to content
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<div data-md-component="announce">
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</div>
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<header class="md-header" data-md-component="header">
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<nav class="md-header__inner md-grid" aria-label="Header">
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<a href=".." title="Freqtrade" class="md-header__button md-logo" aria-label="Freqtrade" data-md-component="logo">
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<img src="../images/logo.png" alt="logo">
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</a>
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<label class="md-header__button md-icon" for="__drawer">
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<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M3 6h18v2H3V6m0 5h18v2H3v-2m0 5h18v2H3v-2z"/></svg>
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</label>
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<div class="md-header__title" data-md-component="header-title">
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<div class="md-header__ellipsis">
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<div class="md-header__topic">
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<span class="md-ellipsis">
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Freqtrade
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</span>
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</div>
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<div class="md-header__topic" data-md-component="header-topic">
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<span class="md-ellipsis">
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Strategy analysis
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</span>
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</div>
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</div>
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</div>
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<form class="md-header__option" data-md-component="palette">
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<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_1">
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</label>
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<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 dark mode" type="radio" name="__palette" id="__palette_2">
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</label>
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</form>
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<label class="md-header__button md-icon" for="__search">
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<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-.27A6.516 6.516 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 5z"/></svg>
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</label>
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<div class="md-search" data-md-component="search" role="dialog">
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<label class="md-search__overlay" for="__search"></label>
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<div class="md-search__inner" role="search">
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<form class="md-search__form" name="search">
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<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" data-md-state="active" required>
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<label class="md-search__icon md-icon" for="__search">
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<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-.27A6.516 6.516 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 5z"/></svg>
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<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 11h12z"/></svg>
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</label>
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<button type="reset" class="md-search__icon md-icon" aria-label="Clear" tabindex="-1">
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<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 12 19 6.41z"/></svg>
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</button>
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</form>
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<div class="md-search__output">
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<div class="md-search__scrollwrap" data-md-scrollfix>
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<div class="md-search-result" data-md-component="search-result">
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<div class="md-search-result__meta">
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Initializing search
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</div>
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<ol class="md-search-result__list"></ol>
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</div>
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</div>
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</div>
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</div>
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</div>
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<div class="md-header__source">
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<a href="https://github.com/freqtrade/freqtrade/" title="Go to repository" class="md-source" data-md-component="source">
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<div class="md-source__icon md-icon">
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<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 448 512"><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 0-40.81z"/></svg>
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</div>
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<div class="md-source__repository">
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GitHub
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</div>
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</a>
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</div>
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</nav>
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</header>
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<div class="md-container" data-md-component="container">
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<main class="md-main" data-md-component="main">
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<div class="md-main__inner md-grid">
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<!-- Main navigation -->
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<div class="md-sidebar md-sidebar--primary" data-md-component="sidebar" data-md-type="navigation" >
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<div class="md-sidebar__scrollwrap">
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<div id="widget-wrapper">
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</div>
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<div class="md-sidebar__inner">
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<nav class="md-nav md-nav--primary" aria-label="Navigation" data-md-level="0">
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<label class="md-nav__title" for="__drawer">
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<a href=".." title="Freqtrade" class="md-nav__button md-logo" aria-label="Freqtrade" data-md-component="logo">
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<img src="../images/logo.png" alt="logo">
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</a>
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Freqtrade
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</label>
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<div class="md-nav__source">
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<a href="https://github.com/freqtrade/freqtrade/" title="Go to repository" class="md-source" data-md-component="source">
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<div class="md-source__icon md-icon">
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<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 448 512"><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 0-40.81z"/></svg>
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</div>
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<div class="md-source__repository">
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GitHub
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</div>
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</a>
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</div>
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<ul class="md-nav__list" data-md-scrollfix>
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<li class="md-nav__item">
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<a href=".." class="md-nav__link">
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Home
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../docker_quickstart/" class="md-nav__link">
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Quickstart with Docker
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</a>
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</li>
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<li class="md-nav__item md-nav__item--nested">
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<input class="md-nav__toggle md-toggle" data-md-toggle="__nav_3" type="checkbox" id="__nav_3" >
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<label class="md-nav__link" for="__nav_3">
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Installation
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<span class="md-nav__icon md-icon"></span>
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</label>
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<nav class="md-nav" aria-label="Installation" data-md-level="1">
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<label class="md-nav__title" for="__nav_3">
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<span class="md-nav__icon md-icon"></span>
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Installation
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</label>
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<ul class="md-nav__list" data-md-scrollfix>
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<li class="md-nav__item">
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<a href="../installation/" class="md-nav__link">
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Linux/MacOS/Raspberry
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../windows_installation/" class="md-nav__link">
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Windows
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</a>
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</li>
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</ul>
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</nav>
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</li>
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<li class="md-nav__item">
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<a href="../bot-basics/" class="md-nav__link">
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Freqtrade Basics
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../configuration/" class="md-nav__link">
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Configuration
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../strategy-customization/" class="md-nav__link">
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Strategy Customization
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../plugins/" class="md-nav__link">
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Plugins
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../stoploss/" class="md-nav__link">
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Stoploss
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../bot-usage/" class="md-nav__link">
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Start the bot
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</a>
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</li>
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<li class="md-nav__item md-nav__item--nested">
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<input class="md-nav__toggle md-toggle" data-md-toggle="__nav_10" type="checkbox" id="__nav_10" >
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<label class="md-nav__link" for="__nav_10">
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Control the bot
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<span class="md-nav__icon md-icon"></span>
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</label>
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<nav class="md-nav" aria-label="Control the bot" data-md-level="1">
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<label class="md-nav__title" for="__nav_10">
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<span class="md-nav__icon md-icon"></span>
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Control the bot
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</label>
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<ul class="md-nav__list" data-md-scrollfix>
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<li class="md-nav__item">
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<a href="../telegram-usage/" class="md-nav__link">
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Telegram
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../rest-api/" class="md-nav__link">
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REST API & FreqUI
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../webhook-config/" class="md-nav__link">
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Web Hook
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</a>
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</li>
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</ul>
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</nav>
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</li>
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<li class="md-nav__item">
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<a href="../data-download/" class="md-nav__link">
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Data Downloading
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../backtesting/" class="md-nav__link">
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Backtesting
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../hyperopt/" class="md-nav__link">
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Hyperopt
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../utils/" class="md-nav__link">
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Utility Sub-commands
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../plotting/" class="md-nav__link">
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Plotting
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</a>
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</li>
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<li class="md-nav__item md-nav__item--active md-nav__item--nested">
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<input class="md-nav__toggle md-toggle" data-md-toggle="__nav_16" type="checkbox" id="__nav_16" checked>
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<label class="md-nav__link" for="__nav_16">
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Data Analysis
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<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M20.71 7.04c.39-.39.39-1.04 0-1.41l-2.34-2.34c-.37-.39-1.02-.39-1.41 0l-1.84 1.83 3.75 3.75M3 17.25V21h3.75L17.81 9.93l-3.75-3.75L3 17.25z"/></svg>
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<h1 id="strategy-analysis-example">Strategy analysis example<a class="headerlink" href="#strategy-analysis-example" title="Permanent link">¶</a></h1>
|
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<p>Debugging a strategy can be time-consuming. Freqtrade offers helper functions to visualize raw data.
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The following assumes you work with SampleStrategy, data for 5m timeframe from Binance and have downloaded them into the data directory in the default location.</p>
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<h2 id="setup">Setup<a class="headerlink" href="#setup" title="Permanent link">¶</a></h2>
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<p>```python
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from pathlib import Path
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from freqtrade.configuration import Configuration</p>
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<h1 id="customize-these-according-to-your-needs">Customize these according to your needs.<a class="headerlink" href="#customize-these-according-to-your-needs" title="Permanent link">¶</a></h1>
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<h1 id="initialize-empty-configuration-object">Initialize empty configuration object<a class="headerlink" href="#initialize-empty-configuration-object" title="Permanent link">¶</a></h1>
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<p>config = Configuration.from_files([])</p>
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<h1 id="optionally-use-existing-configuration-file">Optionally, use existing configuration file<a class="headerlink" href="#optionally-use-existing-configuration-file" title="Permanent link">¶</a></h1>
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<h1 id="config-configurationfrom_filesconfigjson">config = Configuration.from_files(["config.json"])<a class="headerlink" href="#config-configurationfrom_filesconfigjson" title="Permanent link">¶</a></h1>
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<h1 id="define-some-constants">Define some constants<a class="headerlink" href="#define-some-constants" title="Permanent link">¶</a></h1>
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<p>config["timeframe"] = "5m"</p>
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<h1 id="name-of-the-strategy-class">Name of the strategy class<a class="headerlink" href="#name-of-the-strategy-class" title="Permanent link">¶</a></h1>
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<p>config["strategy"] = "SampleStrategy"</p>
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<h1 id="location-of-the-data">Location of the data<a class="headerlink" href="#location-of-the-data" title="Permanent link">¶</a></h1>
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<p>data_location = Path(config['user_data_dir'], 'data', 'binance')</p>
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<h1 id="pair-to-analyze-only-use-one-pair-here">Pair to analyze - Only use one pair here<a class="headerlink" href="#pair-to-analyze-only-use-one-pair-here" title="Permanent link">¶</a></h1>
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<p>pair = "BTC/USDT"
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```</p>
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<p>```python</p>
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<h1 id="load-data-using-values-set-above">Load data using values set above<a class="headerlink" href="#load-data-using-values-set-above" title="Permanent link">¶</a></h1>
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<p>from freqtrade.data.history import load_pair_history</p>
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<p>candles = load_pair_history(datadir=data_location,
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timeframe=config["timeframe"],
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pair=pair,
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data_format = "hdf5",
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)</p>
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<h1 id="confirm-success">Confirm success<a class="headerlink" href="#confirm-success" title="Permanent link">¶</a></h1>
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<p>print("Loaded " + str(len(candles)) + f" rows of data for {pair} from {data_location}")
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candles.head()
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```</p>
|
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<h2 id="load-and-run-strategy">Load and run strategy<a class="headerlink" href="#load-and-run-strategy" title="Permanent link">¶</a></h2>
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<ul>
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<li>Rerun each time the strategy file is changed</li>
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</ul>
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<p>```python</p>
|
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<h1 id="load-strategy-using-values-set-above">Load strategy using values set above<a class="headerlink" href="#load-strategy-using-values-set-above" title="Permanent link">¶</a></h1>
|
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<p>from freqtrade.resolvers import StrategyResolver
|
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strategy = StrategyResolver.load_strategy(config)</p>
|
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<h1 id="generate-buysell-signals-using-strategy">Generate buy/sell signals using strategy<a class="headerlink" href="#generate-buysell-signals-using-strategy" title="Permanent link">¶</a></h1>
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<p>df = strategy.analyze_ticker(candles, {'pair': pair})
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df.tail()
|
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```</p>
|
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<h3 id="display-the-trade-details">Display the trade details<a class="headerlink" href="#display-the-trade-details" title="Permanent link">¶</a></h3>
|
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<ul>
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<li>Note that using <code>data.head()</code> would also work, however most indicators have some "startup" data at the top of the dataframe.</li>
|
|
<li>Some possible problems
|
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* Columns with NaN values at the end of the dataframe
|
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* Columns used in <code>crossed*()</code> functions with completely different units</li>
|
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<li>Comparison with full backtest
|
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* having 200 buy signals as output for one pair from <code>analyze_ticker()</code> does not necessarily mean that 200 trades will be made during backtesting.
|
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* Assuming you use only one condition such as, <code>df['rsi'] < 30</code> as buy condition, this will generate multiple "buy" signals for each pair in sequence (until rsi returns > 29). The bot will only buy on the first of these signals (and also only if a trade-slot ("max_open_trades") is still available), or on one of the middle signals, as soon as a "slot" becomes available. </li>
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</ul>
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<p>```python</p>
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<h1 id="report-results">Report results<a class="headerlink" href="#report-results" title="Permanent link">¶</a></h1>
|
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<p>print(f"Generated {df['buy'].sum()} buy signals")
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data = df.set_index('date', drop=False)
|
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data.tail()
|
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```</p>
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<h2 id="load-existing-objects-into-a-jupyter-notebook">Load existing objects into a Jupyter notebook<a class="headerlink" href="#load-existing-objects-into-a-jupyter-notebook" title="Permanent link">¶</a></h2>
|
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<p>The following cells assume that you have already generated data using the cli.<br />
|
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They will allow you to drill deeper into your results, and perform analysis which otherwise would make the output very difficult to digest due to information overload.</p>
|
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<h3 id="load-backtest-results-to-pandas-dataframe">Load backtest results to pandas dataframe<a class="headerlink" href="#load-backtest-results-to-pandas-dataframe" title="Permanent link">¶</a></h3>
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<p>Analyze a trades dataframe (also used below for plotting)</p>
|
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<p>```python
|
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from freqtrade.data.btanalysis import load_backtest_data, load_backtest_stats</p>
|
|
<h1 id="if-backtest_dir-points-to-a-directory-itll-automatically-load-the-last-backtest-file">if backtest_dir points to a directory, it'll automatically load the last backtest file.<a class="headerlink" href="#if-backtest_dir-points-to-a-directory-itll-automatically-load-the-last-backtest-file" title="Permanent link">¶</a></h1>
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<p>backtest_dir = config["user_data_dir"] / "backtest_results"</p>
|
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<h1 id="backtest_dir-can-also-point-to-a-specific-file">backtest_dir can also point to a specific file<a class="headerlink" href="#backtest_dir-can-also-point-to-a-specific-file" title="Permanent link">¶</a></h1>
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<h1 id="backtest_dir-configuser_data_dir-backtest_resultsbacktest-result-2020-07-01_20-04-22json">backtest_dir = config["user_data_dir"] / "backtest_results/backtest-result-2020-07-01_20-04-22.json"<a class="headerlink" href="#backtest_dir-configuser_data_dir-backtest_resultsbacktest-result-2020-07-01_20-04-22json" title="Permanent link">¶</a></h1>
|
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<p>```</p>
|
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<p>```python</p>
|
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<h1 id="you-can-get-the-full-backtest-statistics-by-using-the-following-command">You can get the full backtest statistics by using the following command.<a class="headerlink" href="#you-can-get-the-full-backtest-statistics-by-using-the-following-command" title="Permanent link">¶</a></h1>
|
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<h1 id="this-contains-all-information-used-to-generate-the-backtest-result">This contains all information used to generate the backtest result.<a class="headerlink" href="#this-contains-all-information-used-to-generate-the-backtest-result" title="Permanent link">¶</a></h1>
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<p>stats = load_backtest_stats(backtest_dir)</p>
|
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<p>strategy = 'SampleStrategy'</p>
|
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<h1 id="all-statistics-are-available-per-strategy-so-if-strategy-list-was-used-during-backtest-this-will-be-reflected-here-as-well">All statistics are available per strategy, so if <code>--strategy-list</code> was used during backtest, this will be reflected here as well.<a class="headerlink" href="#all-statistics-are-available-per-strategy-so-if-strategy-list-was-used-during-backtest-this-will-be-reflected-here-as-well" title="Permanent link">¶</a></h1>
|
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<h1 id="example-usages">Example usages:<a class="headerlink" href="#example-usages" title="Permanent link">¶</a></h1>
|
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<p>print(stats['strategy'][strategy]['results_per_pair'])</p>
|
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<h1 id="get-pairlist-used-for-this-backtest">Get pairlist used for this backtest<a class="headerlink" href="#get-pairlist-used-for-this-backtest" title="Permanent link">¶</a></h1>
|
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<p>print(stats['strategy'][strategy]['pairlist'])</p>
|
|
<h1 id="get-market-change-average-change-of-all-pairs-from-start-to-end-of-the-backtest-period">Get market change (average change of all pairs from start to end of the backtest period)<a class="headerlink" href="#get-market-change-average-change-of-all-pairs-from-start-to-end-of-the-backtest-period" title="Permanent link">¶</a></h1>
|
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<p>print(stats['strategy'][strategy]['market_change'])</p>
|
|
<h1 id="maximum-drawdown">Maximum drawdown ()<a class="headerlink" href="#maximum-drawdown" title="Permanent link">¶</a></h1>
|
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<p>print(stats['strategy'][strategy]['max_drawdown'])</p>
|
|
<h1 id="maximum-drawdown-start-and-end">Maximum drawdown start and end<a class="headerlink" href="#maximum-drawdown-start-and-end" title="Permanent link">¶</a></h1>
|
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<p>print(stats['strategy'][strategy]['drawdown_start'])
|
|
print(stats['strategy'][strategy]['drawdown_end'])</p>
|
|
<h1 id="get-strategy-comparison-only-relevant-if-multiple-strategies-were-compared">Get strategy comparison (only relevant if multiple strategies were compared)<a class="headerlink" href="#get-strategy-comparison-only-relevant-if-multiple-strategies-were-compared" title="Permanent link">¶</a></h1>
|
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<p>print(stats['strategy_comparison'])</p>
|
|
<p>```</p>
|
|
<p>```python</p>
|
|
<h1 id="load-backtested-trades-as-dataframe">Load backtested trades as dataframe<a class="headerlink" href="#load-backtested-trades-as-dataframe" title="Permanent link">¶</a></h1>
|
|
<p>trades = load_backtest_data(backtest_dir)</p>
|
|
<h1 id="show-value-counts-per-pair">Show value-counts per pair<a class="headerlink" href="#show-value-counts-per-pair" title="Permanent link">¶</a></h1>
|
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<p>trades.groupby("pair")["sell_reason"].value_counts()
|
|
```</p>
|
|
<h3 id="load-live-trading-results-into-a-pandas-dataframe">Load live trading results into a pandas dataframe<a class="headerlink" href="#load-live-trading-results-into-a-pandas-dataframe" title="Permanent link">¶</a></h3>
|
|
<p>In case you did already some trading and want to analyze your performance</p>
|
|
<p>```python
|
|
from freqtrade.data.btanalysis import load_trades_from_db</p>
|
|
<h1 id="fetch-trades-from-database">Fetch trades from database<a class="headerlink" href="#fetch-trades-from-database" title="Permanent link">¶</a></h1>
|
|
<p>trades = load_trades_from_db("sqlite:///tradesv3.sqlite")</p>
|
|
<h1 id="display-results">Display results<a class="headerlink" href="#display-results" title="Permanent link">¶</a></h1>
|
|
<p>trades.groupby("pair")["sell_reason"].value_counts()
|
|
```</p>
|
|
<h2 id="analyze-the-loaded-trades-for-trade-parallelism">Analyze the loaded trades for trade parallelism<a class="headerlink" href="#analyze-the-loaded-trades-for-trade-parallelism" title="Permanent link">¶</a></h2>
|
|
<p>This can be useful to find the best <code>max_open_trades</code> parameter, when used with backtesting in conjunction with <code>--disable-max-market-positions</code>.</p>
|
|
<p><code>analyze_trade_parallelism()</code> returns a timeseries dataframe with an "open_trades" column, specifying the number of open trades for each candle.</p>
|
|
<p>```python
|
|
from freqtrade.data.btanalysis import analyze_trade_parallelism</p>
|
|
<h1 id="analyze-the-above">Analyze the above<a class="headerlink" href="#analyze-the-above" title="Permanent link">¶</a></h1>
|
|
<p>parallel_trades = analyze_trade_parallelism(trades, '5m')</p>
|
|
<p>parallel_trades.plot()
|
|
```</p>
|
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<h2 id="plot-results">Plot results<a class="headerlink" href="#plot-results" title="Permanent link">¶</a></h2>
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<p>Freqtrade offers interactive plotting capabilities based on plotly.</p>
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<p>```python
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from freqtrade.plot.plotting import generate_candlestick_graph</p>
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<h1 id="limit-graph-period-to-keep-plotly-quick-and-reactive">Limit graph period to keep plotly quick and reactive<a class="headerlink" href="#limit-graph-period-to-keep-plotly-quick-and-reactive" title="Permanent link">¶</a></h1>
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<h1 id="filter-trades-to-one-pair">Filter trades to one pair<a class="headerlink" href="#filter-trades-to-one-pair" title="Permanent link">¶</a></h1>
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<p>trades_red = trades.loc[trades['pair'] == pair]</p>
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<p>data_red = data['2019-06-01':'2019-06-10']</p>
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<h1 id="generate-candlestick-graph">Generate candlestick graph<a class="headerlink" href="#generate-candlestick-graph" title="Permanent link">¶</a></h1>
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<p>graph = generate_candlestick_graph(pair=pair,
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data=data_red,
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trades=trades_red,
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indicators1=['sma20', 'ema50', 'ema55'],
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indicators2=['rsi', 'macd', 'macdsignal', 'macdhist']
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)</p>
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<p>```</p>
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<p>```python</p>
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<h1 id="show-graph-inline">Show graph inline<a class="headerlink" href="#show-graph-inline" title="Permanent link">¶</a></h1>
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<h1 id="graphshow">graph.show()<a class="headerlink" href="#graphshow" title="Permanent link">¶</a></h1>
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<h1 id="render-graph-in-a-seperate-window">Render graph in a seperate window<a class="headerlink" href="#render-graph-in-a-seperate-window" title="Permanent link">¶</a></h1>
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<p>graph.show(renderer="browser")</p>
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<p>```</p>
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<h2 id="plot-average-profit-per-trade-as-distribution-graph">Plot average profit per trade as distribution graph<a class="headerlink" href="#plot-average-profit-per-trade-as-distribution-graph" title="Permanent link">¶</a></h2>
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<p>```python
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import plotly.figure_factory as ff</p>
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<p>hist_data = [trades.profit_ratio]
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group_labels = ['profit_ratio'] # name of the dataset</p>
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<p>fig = ff.create_distplot(hist_data, group_labels,bin_size=0.01)
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fig.show()</p>
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<p>```</p>
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<p>Feel free to submit an issue or Pull Request enhancing this document if you would like to share ideas on how to best analyze the data.</p>
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