Merge pull request #12229 from freqtrade/lookahead_analysis_12168

Lookahead analysis - fix false positives

freqtrade/commands/arguments.py

@@ -260,7 +260,12 @@ ARGS_LOOKAHEAD_ANALYSIS = [
     a
     for a in ARGS_BACKTEST
     if a not in ("position_stacking", "backtest_cache", "backtest_breakdown", "backtest_notes")
-] + ["minimum_trade_amount", "targeted_trade_amount", "lookahead_analysis_exportfilename"]
+] + [
+    "minimum_trade_amount",
+    "targeted_trade_amount",
+    "lookahead_analysis_exportfilename",
+    "lookahead_allow_limit_orders",
+]
 
 ARGS_RECURSIVE_ANALYSIS = ["timeframe", "timerange", "dataformat_ohlcv", "pairs", "startup_candle"]
 

freqtrade/commands/cli_options.py

@@ -806,6 +806,14 @@ AVAILABLE_CLI_OPTIONS = {
         help="Specify startup candles to be checked (`199`, `499`, `999`, `1999`).",
         nargs="+",
     ),
+    "lookahead_allow_limit_orders": Arg(
+        "--allow-limit-orders",
+        help=(
+            "Allow limit orders in lookahead analysis (could cause false positives "
+            "in lookahead analysis results)."
+        ),
+        action="store_true",
+    ),
     "show_sensitive": Arg(
         "--show-sensitive",
         help="Show secrets in the output.",

freqtrade/optimize/analysis/lookahead_helpers.py

@@ -147,6 +147,17 @@ class LookaheadAnalysisSubFunctions:
                 "Protections were enabled. "
                 "Disabling protections now since they can produce false positives."
             )
+        if not config.get("lookahead_allow_limit_orders", False):
+            logger.info("Forced order_types to market orders.")
+            config["order_types"] = {
+                "entry": "market",
+                "exit": "market",
+                "stoploss": "market",
+                "stoploss_on_exchange": False,
+            }
+        else:
+            logger.info("Using configured order_types, skipping order_types override.")
+
         if config["targeted_trade_amount"] < config["minimum_trade_amount"]:
             # this combo doesn't make any sense.
             raise OperationalException(