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Matthias
2023-06-17 08:37:38 +02:00
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@@ -26,25 +26,43 @@ It also supports the lookahead-analysis of freqai strategies.
## Lookahead-analysis command reference ## Lookahead-analysis command reference
``` ```
usage: freqtrade lookahead-analysis [-h] [-v] [-V] usage: freqtrade lookahead-analysis [-h] [-v] [--logfile FILE] [-V] [-c PATH]
[--minimum-trade-amount INT] [-d PATH] [--userdir PATH] [-s NAME]
[--targeted-trade-amount INT] [--strategy-path PATH]
[--lookahead-analysis-exportfilename PATH] [--recursive-strategy-search]
[--freqaimodel NAME]
[--freqaimodel-path PATH] [-i TIMEFRAME]
[--timerange TIMERANGE]
[--data-format-ohlcv {json,jsongz,hdf5,feather,parquet}]
[--max-open-trades INT]
[--stake-amount STAKE_AMOUNT]
[--fee FLOAT] [-p PAIRS [PAIRS ...]]
[--enable-protections]
[--dry-run-wallet DRY_RUN_WALLET]
[--timeframe-detail TIMEFRAME_DETAIL]
[--strategy-list STRATEGY_LIST [STRATEGY_LIST ...]]
[--export {none,trades,signals}]
[--export-filename PATH]
[--breakdown {day,week,month} [{day,week,month} ...]]
[--cache {none,day,week,month}]
[--freqai-backtest-live-models]
[--minimum-trade-amount INT]
[--targeted-trade-amount INT]
[--lookahead-analysis-exportfilename LOOKAHEAD_ANALYSIS_EXPORTFILENAME]
optional arguments: options:
-h, --help show this help message and exit
--minimum-trade-amount INT --minimum-trade-amount INT
Override the value of the `minimum_trade_amount` configuration Minimum trade amount for lookahead-analysis
setting
Requires `--targeted-trade-amount` to be larger or equal to --minimum-trade-amount.
(default: 10)
--targeted-trade-amount INT --targeted-trade-amount INT
Override the value of the `minimum_trade_amount` configuration Targeted trade amount for lookahead analysis
(default: 20) --lookahead-analysis-exportfilename LOOKAHEAD_ANALYSIS_EXPORTFILENAME
--lookahead-analysis-exportfilename PATH Use this csv-filename to store lookahead-analysis-
Use this filename to save your lookahead-analysis-results to a csv file results
``` ```
!!! Note ""
The above Output was reduced to options `lookahead-analysis` adds on top of regular backtesting commands.
### Summary ### Summary
Checks a given strategy for look ahead bias via lookahead-analysis Checks a given strategy for look ahead bias via lookahead-analysis
@@ -69,15 +87,14 @@ After the backtest ran, it will look if the `minimum-trade-amount` is met
and if not cancel the lookahead-analysis for this strategy. and if not cancel the lookahead-analysis for this strategy.
After setting the baseline it will then do additional runs for every entry and exit separately. After setting the baseline it will then do additional runs for every entry and exit separately.
When a verification-backtest is done, it will compare the indicators as the signal (either entry or exit) When a verification-backtest is done, it will compare the indicators as the signal (either entry or exit) and report the bias.
and report the bias.
After all signals have been verified or falsified a result-table will be generated for the user to see. After all signals have been verified or falsified a result-table will be generated for the user to see.
### Caveats ### Caveats
- `lookahead-analysis` can only verify / falsify the trades it calculated through. - `lookahead-analysis` can only verify / falsify the trades it calculated and verified.
If there was a strategy with signals that were not triggered during the lookahead-analysis, then it will not have it verified that entry/exit signal either. If the strategy has many different signals / signal types, it's up to you to select appropriate parameters to ensure that all signals have triggered at least once. Not triggered signals will not have been verified.
This could then lead to a false-negative (the strategy will then be reported as non-biased). This could lead to a false-negative (the strategy will then be reported as non-biased).
- `lookahead-analysis` has access to everything that backtesting has too. - `lookahead-analysis` has access to everything that backtesting has too.
Please don't provoke any configs like enabling position stacking. Please don't provoke any configs like enabling position stacking.
If you decide to do so, then make doubly sure that you won't ever run out of `max_open_trades` amount and neither leftover money in your wallet. If you decide to do so, then make doubly sure that you won't ever run out of `max_open_trades` amount and neither leftover money in your wallet.