WARNING - Unable to analyze candle (OHLCV) data for pair {pair}: Dataframe returned from strategy has mismatching last close price. about freqtrade-strategies HOT 2 CLOSED

well backtesting doesn't validate this (mainly for performance reasons, as dataframes there are potentially WAY bigger than in live) - but effectively, what you did is invalidate all backtest results you've ever had with this strategy.

The following section in your strategy rewrites the original prices.
This means 2 things:

• You modified the original candle (which is what causes this warning)
• your backtest is using the modified candle

as a result - all results will have been running on top of the heikinashi candles - not on the real candles - essentially changing all assumptions backtesting makes.

       heikinashi = qtpylib.heikinashi(dataframe)
       dataframe['open'] = heikinashi['open']
       dataframe['close'] = heikinashi['close']
       dataframe['high'] = heikinashi['high']
       dataframe['low'] = heikinashi['low']

None of the strategies here teaches you to do this - and you really shouldn't.
It's however not a bug in freqtrade / this repo - but in your strategy - one you can pretty easily fix by changing the name to "ha_close", ... (for example).

from freqtrade-strategies.

Thank you very much. Now, I understand my mistake!

from freqtrade-strategies.