Be clear on evaluation logic during backtesting

6 years ago · 1a6ddfcaeb
parent 32eaca9970
commit 1a6ddfcaeb
1 changed files with 2 additions and 1 deletions
--- a/docs/backtesting.md
+++ b/docs/backtesting.md
@ -202,7 +202,8 @@ Since backtesting lacks some detailed information about what happens within a ca

 - Buys happen at open-price
 - Sell signal sells happen at open-price of the following candle
- Low happens before high for stoploss, protecting capital first.
+- Low happens before high for stoploss, protecting capital first
+- Stoploss is evaluated before ROI
 - ROI
  - sells are compared to high - but the ROI value is used (e.g. ROI = 2%, high=5% - so the sell will be at 2%)
  - sells are never "below the candle", so a ROI of 2% may result in a sell at 2.4% if low was at 2.4% profit