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@@ -1997,62 +1997,64 @@ This does not backtest the strategy itself, but rather only calculates the indic
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</ul>
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<p>In addition to the recursive formula check, this command also carries out a simple lookahead bias check on the indicator values only. For a full lookahead check, use <a href="../lookahead-analysis/">Lookahead-analysis</a>.</p>
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<h2 id="recursive-analysis-command-reference">Recursive-analysis command reference<a class="headerlink" href="#recursive-analysis-command-reference" title="Permanent link">¶</a></h2>
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<p>``` output
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usage: freqtrade recursive-analysis [-h] [-v] [--no-color] [--logfile FILE]
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[-V] [-c PATH] [-d PATH] [--userdir PATH]
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[-s NAME] [--strategy-path PATH]
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[--recursive-strategy-search]
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[--freqaimodel NAME]
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[--freqaimodel-path PATH] [-i TIMEFRAME]
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[--timerange TIMERANGE]
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[--data-format-ohlcv {json,jsongz,feather,parquet}]
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[-p PAIRS [PAIRS ...]]
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[--startup-candle STARTUP_CANDLE [STARTUP_CANDLE ...]]</p>
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<p>options:
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-h, --help show this help message and exit
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-i, --timeframe TIMEFRAME
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Specify timeframe (<code>1m</code>, <code>5m</code>, <code>30m</code>, <code>1h</code>, <code>1d</code>).
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--timerange TIMERANGE
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Specify what timerange of data to use.
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--data-format-ohlcv {json,jsongz,feather,parquet}
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Storage format for downloaded candle (OHLCV) data.
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(default: <code>feather</code>).
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-p, --pairs PAIRS [PAIRS ...]
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Limit command to these pairs. Pairs are space-
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separated.
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--startup-candle STARTUP_CANDLE [STARTUP_CANDLE ...]
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Specify startup candles to be checked (<code>199</code>, <code>499</code>,
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<code>999</code>, <code>1999</code>).</p>
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<p>Common arguments:
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-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
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--no-color Disable colorization of hyperopt results. May be
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useful if you are redirecting output to a file.
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--logfile, --log-file FILE
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Log to the file specified. Special values are:
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'syslog', 'journald'. See the documentation for more
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details.
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-V, --version show program's version number and exit
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-c, --config PATH Specify configuration file (default:
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<code>userdir/config.json</code> or <code>config.json</code> whichever
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exists). Multiple --config options may be used. Can be
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set to <code>-</code> to read config from stdin.
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-d, --datadir, --data-dir PATH
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Path to the base directory of the exchange with
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historical backtesting data. To see futures data, use
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trading-mode additionally.
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--userdir, --user-data-dir PATH
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Path to userdata directory.</p>
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<p>Strategy arguments:
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-s, --strategy NAME Specify strategy class name which will be used by the
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bot.
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--strategy-path PATH Specify additional strategy lookup path.
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--recursive-strategy-search
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Recursively search for a strategy in the strategies
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folder.
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--freqaimodel NAME Specify a custom freqaimodels.
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--freqaimodel-path PATH
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Specify additional lookup path for freqaimodels.</p>
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<p>```</p>
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<div class="highlight"><pre><span></span><code><span class="go">usage: freqtrade recursive-analysis [-h] [-v] [--no-color] [--logfile FILE]</span>
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<span class="go"> [-V] [-c PATH] [-d PATH] [--userdir PATH]</span>
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<span class="go"> [-s NAME] [--strategy-path PATH]</span>
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<span class="go"> [--recursive-strategy-search]</span>
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<span class="go"> [--freqaimodel NAME]</span>
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<span class="go"> [--freqaimodel-path PATH] [-i TIMEFRAME]</span>
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<span class="go"> [--timerange TIMERANGE]</span>
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<span class="go"> [--data-format-ohlcv {json,jsongz,feather,parquet}]</span>
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<span class="go"> [-p PAIRS [PAIRS ...]]</span>
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<span class="go"> [--startup-candle STARTUP_CANDLE [STARTUP_CANDLE ...]]</span>
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<span class="go">options:</span>
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<span class="go"> -h, --help show this help message and exit</span>
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<span class="go"> -i, --timeframe TIMEFRAME</span>
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<span class="go"> Specify timeframe (`1m`, `5m`, `30m`, `1h`, `1d`).</span>
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<span class="go"> --timerange TIMERANGE</span>
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<span class="go"> Specify what timerange of data to use.</span>
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<span class="go"> --data-format-ohlcv {json,jsongz,feather,parquet}</span>
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<span class="go"> Storage format for downloaded candle (OHLCV) data.</span>
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<span class="go"> (default: `feather`).</span>
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<span class="go"> -p, --pairs PAIRS [PAIRS ...]</span>
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<span class="go"> Limit command to these pairs. Pairs are space-</span>
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<span class="go"> separated.</span>
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<span class="go"> --startup-candle STARTUP_CANDLE [STARTUP_CANDLE ...]</span>
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<span class="go"> Specify startup candles to be checked (`199`, `499`,</span>
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<span class="go"> `999`, `1999`).</span>
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<span class="go">Common arguments:</span>
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<span class="go"> -v, --verbose Verbose mode (-vv for more, -vvv to get all messages).</span>
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<span class="go"> --no-color Disable colorization of hyperopt results. May be</span>
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<span class="go"> useful if you are redirecting output to a file.</span>
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<span class="go"> --logfile, --log-file FILE</span>
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<span class="go"> Log to the file specified. Special values are:</span>
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<span class="go"> 'syslog', 'journald'. See the documentation for more</span>
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<span class="go"> details.</span>
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<span class="go"> -V, --version show program's version number and exit</span>
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<span class="go"> -c, --config PATH Specify configuration file (default:</span>
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<span class="go"> `userdir/config.json` or `config.json` whichever</span>
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<span class="go"> exists). Multiple --config options may be used. Can be</span>
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<span class="go"> set to `-` to read config from stdin.</span>
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<span class="go"> -d, --datadir, --data-dir PATH</span>
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<span class="go"> Path to the base directory of the exchange with</span>
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<span class="go"> historical backtesting data. To see futures data, use</span>
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<span class="go"> trading-mode additionally.</span>
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<span class="go"> --userdir, --user-data-dir PATH</span>
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<span class="go"> Path to userdata directory.</span>
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<span class="go">Strategy arguments:</span>
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<span class="go"> -s, --strategy NAME Specify strategy class name which will be used by the</span>
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<span class="go"> bot.</span>
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<span class="go"> --strategy-path PATH Specify additional strategy lookup path.</span>
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<span class="go"> --recursive-strategy-search</span>
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<span class="go"> Recursively search for a strategy in the strategies</span>
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<span class="go"> folder.</span>
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<span class="go"> --freqaimodel NAME Specify a custom freqaimodels.</span>
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<span class="go"> --freqaimodel-path PATH</span>
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<span class="go"> Specify additional lookup path for freqaimodels.</span>
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</code></pre></div>
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<h3 id="why-are-odd-numbered-default-startup-candles-used">Why are odd-numbered default startup candles used?<a class="headerlink" href="#why-are-odd-numbered-default-startup-candles-used" title="Permanent link">¶</a></h3>
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<p>The default value for startup candles are odd numbers. When the bot fetches candle data from the exchange's API, the last candle is the one being checked by the bot and the rest of the data are the "startup candles".</p>
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<p>For example, Binance allows 1000 candles per API call. When the bot receives 1000 candles, the last candle is the "current candle", and the preceding 999 candles are the "startup candles". By setting the startup candle count as 1000 instead of 999, the bot will try to fetch 1001 candles instead. The exchange API will then send candle data in a paginated form, i.e. in case of the Binance API, this will be two groups- one of length 1000 and another of length 1. This results in the bot thinking the strategy needs 1001 candles of data, and so it will download 2000 candles worth of data instead, which means there will be 1 "current candle" and 1999 "startup candles".</p>
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@@ -2066,10 +2068,11 @@ usage: freqtrade recursive-analysis [-h] [-v] [--no-color] [--logfile FILE]
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</ul>
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<h2 id="understanding-the-recursive-analysis-output">Understanding the recursive-analysis output<a class="headerlink" href="#understanding-the-recursive-analysis-output" title="Permanent link">¶</a></h2>
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<p>This is an example of an output results table where at least one indicator has a recursive formula issue:</p>
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<p><code>| indicators | 20 | 40 | 80 | 100 | 150 | 300 | 999 |
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<div class="highlight"><pre><span></span><code>| indicators | 20 | 40 | 80 | 100 | 150 | 300 | 999 |
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|--------------+---------+---------+--------+--------+---------+---------+--------|
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| rsi_30 | nan% | -6.025% | 0.612% | 0.828% | -0.140% | 0.000% | 0.000% |
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| rsi_14 | 24.141% | -0.876% | 0.070% | 0.007% | -0.000% | -0.000% | - |</code></p>
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| rsi_14 | 24.141% | -0.876% | 0.070% | 0.007% | -0.000% | -0.000% | - |
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</code></pre></div>
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<p>The column headers indicate the different <code>startup_candle_count</code> used in the analysis. The values in the table indicate the variance of the calculated indicators compared to the benchmark value.</p>
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<p><code>nan%</code> means the value of that indicator cannot be calculated due to lack of data. In this example, you cannot calculate RSI with length 30 with just 21 candles (1 current candle + 20 startup candles).</p>
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<p>Users should assess the table per indicator to decide if the specified <code>startup_candle_count</code> results in a sufficiently small variance so that the indicator does not have any effect on entries and/or exits.</p>
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