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Originally posted by @coveralls in freqtrade/freqtrade#7807 (comment)

Hi! hoping you can help.
To test and assure the freqtrade bot backtest is working as would be expected we're executing a simpleMA crossover test against tradingview and freqtrade.

1hr candles, ETHBTC, binanace, 20180520-27

On trading view we get 4 hits. On freqtrade zero.
This may well be as ive crafted the strategy incorrectly.

Please can you run your eye over it, hopefully will benefit your project too!
thanks

Please can somebody take a look at this Freqtrade strategy.
I'm trying to mimic the script further below executed on tradingview.
Freqtrade returns no backtest trades, on tradingview there are 4 hits.

Cmd Output:

python3 ./freqtrade/main.py -s Freqtrade_backtest_validation_freqtrade1 backtesting --export trades --export-filename=Freqtrade_backtest_validation_freqtrade1.1.json --timerange=20180520-20180527 --refresh-pairs-cached
2018-06-06 18:15:01,268 - freqtrade.configuration - INFO - Log level set to INFO
2018-06-06 18:15:01,269 - freqtrade.configuration - INFO - Using max_open_trades: 200 ...
2018-06-06 18:15:01,270 - freqtrade.configuration - INFO - Parameter --timerange detected: 20180520-20180527 ...
2018-06-06 18:15:01,270 - freqtrade.configuration - INFO - Using data folder: user_data/data/binance ...
2018-06-06 18:15:01,270 - freqtrade.configuration - INFO - Parameter -r/--refresh-pairs-cached detected ...
2018-06-06 18:15:01,270 - freqtrade.configuration - INFO - Parameter --export detected: trades ...
2018-06-06 18:15:01,270 - freqtrade.configuration - INFO - Storing backtest results to Freqtrade_backtest_validation_freqtrade1.1.json ...
2018-06-06 18:15:01,270 - freqtrade.optimize.backtesting - INFO - Starting freqtrade in Backtesting mode
2018-06-06 18:15:01,299 - freqtrade.strategy.resolver - INFO - Using resolved strategy Freqtrade_backtest_validation_freqtrade1 from '/Users/creslin/PycharmProjects/freqtrade_new/freqtrade/strategy/../../user_data/strategies'
2018-06-06 18:15:01,299 - freqtrade.strategy.resolver - INFO - Override strategy 'ticker_interval' with value in config file: 1h.
2018-06-06 18:15:01,299 - freqtrade.exchange - INFO - Instance is running with dry_run enabled
2018-06-06 18:15:01,302 - freqtrade.exchange - INFO - Using Exchange "Binance"
2018-06-06 18:15:01,891 - freqtrade.optimize.backtesting - INFO - Using stake_currency: BTC ...
2018-06-06 18:15:01,891 - freqtrade.optimize.backtesting - INFO - Using stake_amount: 1 ...
2018-06-06 18:15:01,891 - freqtrade.optimize.backtesting - INFO - Using local backtesting data (using whitelist in given config) ...
2018-06-06 18:15:01,897 - freqtrade.optimize - INFO - Download data for all pairs and store them in user_data/data/binance
2018-06-06 18:15:01,897 - freqtrade.optimize - INFO - Download the pair: "ETH/BTC", Interval: 1h
dumping json to "user_data/data/binance/ETH_BTC-1h.json"
2018-06-06 18:15:02,224 - freqtrade.optimize.backtesting - INFO - Ignoring max_open_trades (realistic_simulation not set) ...
2018-06-06 18:15:02,263 - freqtrade.optimize.backtesting - INFO - Measuring data from 2018-05-20T00:00:00+00:00 up to 2018-05-27T00:00:00+00:00 (7 days)..
2018-06-06 18:15:02,279 - freqtrade.optimize.backtesting - INFO - Dumping backtest results to Freqtrade_backtest_validation_freqtrade1.1.json
dumping json to "Freqtrade_backtest_validation_freqtrade1.1.json"
2018-06-06 18:15:02,290 - freqtrade.optimize.backtesting - INFO -
==================================== BACKTESTING REPORT ====================================

pair	buy count	avg profit %	total profit BTC	avg duration	profit	loss
ETH/BTC	0	nan	0.00000000	nan	0	0
TOTAL	0	nan	0.00000000	nan	0	0

Freqtrade strategy:

# Freqtrade_backtest_validation_freqtrade1.py
# This script is 1 of a pair the other being freqtrade_backtest_validation_tradingview1
# These should be executed on their respective platforms for the same coin/period/resolution 
# The purpose is to test Freqtrade backtest provides like results to a known industry platform. 
#
# --- Do not remove these libs ---
from freqtrade.strategy.interface import IStrategy
from pandas import DataFrame
# --------------------------------

# Add your lib to import here
import talib.abstract as ta
import freqtrade.vendor.qtpylib.indicators as qtpylib
import numpy 

class Freqtrade_backtest_validation_freqtrade1(IStrategy):
    # Minimal ROI designed for the strategy.
    minimal_roi = {
        "40": 2.0,
        "30": 2.01,
        "20": 2.02,
        "0": 2.04
    }

    stoploss = -09.90
    ticker_interval = '1h'

    def populate_indicators(self, dataframe: DataFrame) -> DataFrame:
        # SMA - Simple Moving Average
        dataframe['fastMA'] = ta.SMA(dataframe, timeperiod=14)
        dataframe['slowMA'] = ta.SMA(dataframe, timeperiod=28)
        return dataframe

    def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame:
        dataframe.loc[
            (
                (dataframe['fastMA'] > dataframe['slowMA'])
            ),
            'buy'] = 1

        return dataframe

    def populate_sell_trend(self, dataframe: DataFrame) -> DataFrame:
        dataframe.loc[
            (
                (dataframe['fastMA'] < dataframe['slowMA'])
            ),
            'sell'] = 1
        return dataframe

Tradingview Script:

//@version=3
/// This is to be ran on traderview. 
/// Comparing the results from this test to "freqtrade_backtest_validation_freqtrade1.py" 
/// executed on the bot are used to confirm like for like results in backtest
/// between Freqtrade and Tradingview 

strategy("FreqTrad Backtest Valdiation 1", shorttitle = " freqit_1 ", overlay=true, max_bars_back=2000)

// Revision:        1
// Author:           

// === INPUT SMA ===
fastMA    = input(defval = 14, type = integer, title = "FastMA", minval = 1, step = 1)
slowMA    = input(defval = 28, type = integer, title = "SlowMA", minval = 1, step = 1)

// === INPUT BACKTEST RANGE ===
FromMonth = input(defval = 5, title = "From Month", minval = 1, maxval = 12)
FromDay   = input(defval = 20, title = "From Day", minval = 1, maxval = 31)
FromYear  = input(defval = 2018, title = "From Year", minval = 2017)
ToMonth   = input(defval = 5, title = "To Month", minval = 1, maxval = 12)
ToDay     = input(defval = 27, title = "To Day", minval = 1, maxval = 31)
ToYear    = input(defval = 2018, title = "To Year", minval = 2017)

// === FUNCTION EXAMPLE ===
start     = timestamp(FromYear, FromMonth, FromDay, 00, 00)  // backtest start window
finish    = timestamp(ToYear, ToMonth, ToDay, 23, 59)        // backtest finish window
window()  => time >= start and time <= finish ? true : false // create function "within window of time"

// === SERIES SETUP ===
buy  = crossover(sma(close, fastMA), sma(close, slowMA))     // buy when fastMA crosses over slowMA
sell = crossunder(sma(close, fastMA), sma(close, slowMA))    // sell when fastMA crosses under slowMA

// === EXECUTION ===
strategy.entry("L", strategy.long, when = window() and buy)  // buy long when "within window of time" AND crossover
strategy.close("L", when = window() and sell)                // sell long when "within window of time" AND crossunder         

plot(sma(close, fastMA), title = 'FastMA', color = yellow, linewidth = 2, style = line)  // plot FastMA
plot(sma(close, slowMA), title = 'SlowMA', color = aqua, linewidth = 2, style = line)    // plot SlowMA
Output for tradingview script ran for same UTC period

output from tradingview.

If you have a recommended pairs and max open trades for each strategy, can you add that?