Add Backtesting and Hyperopt documentation

This commit is contained in:
Gerald Lonlas
2018-01-02 22:43:00 -08:00
parent f37c495b90
commit cb7c36a512
4 changed files with 379 additions and 47 deletions

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# Bot Optimization
This page explains where to customize your strategies, validate their
performance by using Backtesting, and tuning them by finding the optimal
parameters with Hyperopt.
This page explains where to customize your strategies, and add new
indicators.
## Table of Contents
- [Change your strategy](#change-your-strategy)
- [Add more Indicator](#add-more-indicator)
- [Test your strategy with Backtesting](#test-your-strategy-with-backtesting)
- [Find optimal parameters with Hyperopt](#find-optimal-parameters-with-hyperopt)
- [Show your buy strategy on a graph](#show-your-buy-strategy-on-a-graph)
## Change your strategy
The bot is using buy and sell strategies to buy and sell your trades.
@@ -115,43 +111,7 @@ def populate_indicators(dataframe: DataFrame) -> DataFrame:
return dataframe
```
## Test your strategy with Backtesting
Now you have good Buy and Sell strategies, you want to test it against
real data. This is what we call [backtesting](https://en.wikipedia.org/wiki/Backtesting).
Backtesting will use the crypto-currencies (pair) tickers located in
[/freqtrade/tests/testdata](https://github.com/gcarq/freqtrade/tree/develop/freqtrade/tests/testdata).
If the 5 min and 1 min ticker for the crypto-currencies to test is not
already in the `testdata` folder, backtesting will download them
automatically. Testdata files will not be updated until your specify it.
### Run a backtesting against the currencies listed in your config file
**With 5 min tickers (Per default)**
```bash
python3 ./freqtrade/main.py backtesting --realistic-simulation
```
**With 1 min tickers**
```bash
python3 ./freqtrade/main.py backtesting --realistic-simulation --ticker-interval 1
```
**Reload your testdata files**
```bash
python3 ./freqtrade/main.py backtesting --realistic-simulation --refresh-pairs-cached
```
**With live data (do not alter your testdata files)**
```bash
python3 ./freqtrade/main.py backtesting --realistic-simulation --live
```
## Find optimal parameters with Hyperopt
*To be completed, please feel free to complete this section.*
## Show your buy strategy on a graph
*To be completed, please feel free to complete this section.*
## Next step
Now you have a perfect bot and want to control it from Telegram. Your
next step is to learn [Telegram usage](https://github.com/gcarq/freqtrade/blob/develop/docs/telegram-usage.md).
Now you have a perfect strategy you probably want to backtesting it.
Your next step is to learn [How to use ](https://github.com/gcarq/freqtrade/blob/develop/docs/backtesting.md).