modified help-string for the cli-option lookahead_analysis_exportfilename

moved doc from utils.md to lookahead-analysis.md and modified it (unfinished)
added a check to automatically edit the config['backtest_cache'] to be 'none'
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hippocritical
2023-05-27 22:31:47 +02:00
parent 0ed84fbcc1
commit 9bb25be880
4 changed files with 91 additions and 34 deletions

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@@ -1010,36 +1010,3 @@ Common arguments:
Path to userdata directory.
```
### Lookahead - analysis
#### Summary
Checks a given strategy for look ahead bias via backtest-analysis
Look ahead bias means that the backtest uses data from future candles thereby not making it viable beyond backtesting
and producing false hopes for the one backtesting.
#### Introduction:
Many strategies - without the programmer knowing - have fallen prey to look ahead bias.
Any backtest will populate the full dataframe including all time stamps at the beginning.
If the programmer is not careful or oblivious how things work internally
(which sometimes can be really hard to find out) then it will just look into the future making the strategy amazing
but not realistic.
The tool is made to try to verify the validity in the form of the aforementioned look ahead bias.
#### How does the command work?
It will not look at the strategy or any contents itself but instead will run multiple backtests
by using precisely cut timeranges and analyzing the results each time, comparing to the full timerange.
At first, it starts a backtest over the whole duration
and then repeats backtests from the same starting point to the respective points to watch.
In addition, it analyzes the dataframes form the overall backtest to the cut ones.
At the end it will return a result-table in terminal.
Hint:
If an entry or exit condition is only triggered rarely or the timerange was chosen
so only a few entry conditions are met
then the bias checker is unable to catch the biased entry or exit condition.
In the end it only checks which entry and exit signals have been triggered.
---Flow chart here for better understanding---