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9
en/develop/lookahead-analysis/index.html
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@@ -1933,7 +1933,7 @@ Strategy arguments:
<p>Many strategies, without the programmer knowing, have fallen prey to lookahead bias.
This typically makes the strategy backtest look profitable, sometimes to extremes, but this is not realistic as the strategy is "cheating" by looking at data it would not have in dry or live modes.</p>
<p>The reason why strategies can "cheat" is because the freqtrade backtesting process populates the full dataframe including all candle timestamps at the outset.
If the programmer is not careful or oblivious how things work internally
If the programmer is not careful or oblivious how things work internally
(which sometimes can be really hard to find out) then the strategy will look into the future.</p>
<p>This command is made to try to verify the validity in the form of the aforementioned lookahead bias.</p>
<h3 id="how-does-the-command-work">How does the command work?<a class="headerlink" href="#how-does-the-command-work" title="Permanent link">&para;</a></h3>
@@ -1941,8 +1941,7 @@ If the programmer is not careful or oblivious how things work internally
After this initial backtest runs, it will look if the <code>minimum-trade-amount</code> is met and if not cancel the lookahead-analysis for this strategy.<br />
If this happens, use a wider timerange to get more trades for the analysis, or use a timerange where more trades occur.</p>
<p>After setting the baseline it will then do additional backtest runs for every entry and exit separately.<br />
When these verification backtests complete, it will compare the indicators at the signal candles (both entry or exit)
and report the bias.<br />
When these verification backtests complete, it will compare both dataframes (baseline and sliced) for any difference in columns' value and report the bias.
After all signals have been verified or falsified a result table will be generated for the user to see.</p>
<h3 id="how-to-find-and-remove-bias-how-can-i-salvage-a-biased-strategy">How to find and remove bias? How can I salvage a biased strategy?<a class="headerlink" href="#how-to-find-and-remove-bias-how-can-i-salvage-a-biased-strategy" title="Permanent link">&para;</a></h3>
<p>If you found a biased strategy online and want to have the same results, just without bias,
@@ -1984,9 +1983,9 @@ If the strategy has many different signals / signal types, it's up to you to sel
This would lead to a false-negative, i.e. the strategy will be reported as non-biased.</li>
<li><code>lookahead-analysis</code> has access to the same backtesting options and this can introduce problems.
Please don't use any options like enabling position stacking as this will distort the number of checked signals.
If you decide to do so, then make doubly sure that you won't ever run out of <code>max_open_trades</code> slots,
If you decide to do so, then make doubly sure that you won't ever run out of <code>max_open_trades</code> slots,
and that you have enough capital in the backtest wallet configuration.</li>
<li>In the results table, the <code>biased_indicators</code> column
<li>In the results table, the <code>biased_indicators</code> column
will falsely flag FreqAI target indicators defined in <code>set_freqai_targets()</code> as biased.<br />
<strong>These are not biased and can safely be ignored.</strong></li>
</ul>

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en/develop/sitemap.xml
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