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mkajnar / DailyBuyStrategy

GNU General Public License v3.0
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Backtesting range can affect the trades performance #9

Closed CharlesJ-ABu closed 7 months ago

CharlesJ-ABu commented 7 months ago

I find it strange that backtesting time range can affect the backtesting result... I tested the strategy within 20240101-20240105 and 20240101-20240107, and for a specific trade, the exit time and profit varied: image image

I'm wondering if this issue is related to the capacity of my server or it's originated from FREQTRADE, or we need to modify the strategy?

CharlesJ-ABu commented 7 months ago

Some extra thought: I personally understand this as lookahead bias as the calculation of indicators could vary based on different time range. I'm now working on a isolated algo method to calculate the indicators.

CharlesJ-ABu commented 7 months ago

Checked the project and find that this lookahead bias is solved actually, I used out-dated strategy...