From 69b44234a48245c546ac0eb3d21b7fc6052e1034 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 29 Apr 2020 10:47:53 +0200 Subject: [PATCH] Update docs/backtesting.md Co-Authored-By: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> --- docs/backtesting.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/backtesting.md b/docs/backtesting.md index 1f518658d..9b2997510 100644 --- a/docs/backtesting.md +++ b/docs/backtesting.md @@ -212,7 +212,7 @@ Since backtesting lacks some detailed information about what happens within a ca - High happens first - adjusting stoploss - Low uses the adjusted stoploss (so sells with large high-low difference are backtested correctly) - Sell-reason does not explain if a trade was positive or negative, just what triggered the sell (this can look odd if negative ROI values are used) -- Stoploss (and trailing stoploss) is evaluated before ROI within one candle +- Stoploss (and trailing stoploss) is evaluated before ROI within one candle. So you can often see more trades with the `stoploss` and/or `trailing_stop` sell reason comparing to the results obtained with the same strategy in the Dry Run/Live Trade modes. Taking these assumptions, backtesting tries to mirror real trading as closely as possible. However, backtesting will **never** replace running a strategy in dry-run mode. Also, keep in mind that past results don't guarantee future success.