[SHARE] Simple RSI BULL/BEAR strategy

[PGTART]

If your better in javascript there is now tensorflow.js ( https://www.tensorflow.org/js ).
So far i've not seen any good NN for Gekko but from python i know one can do a lot with tensorflow.
There is also strong comunity support for it, (its not dying old code).

[animehacker]

Progress so far, been trying to run in backtest and get these results:


I am able to run the standard RSI_BULL_BEAR strategy without errors, but it does not show me any PNL table from the output.

When I run the RSI_BULL_BEAR_ADX strategy I get the error - 'uncaughtException TypeError: Cannot read property 'long' of undefined'

When I run a 'live' Gekko of the strategies, the ADX one will fail completely and the standard will run. But I think perhaps it's a similar issue affecting both.

[vesla]

Progress so far, been trying to run in backtest and get these results:


I am able to run the standard RSI_BULL_BEAR strategy without errors, but it does not show me any PNL table from the output.

When I run the RSI_BULL_BEAR_ADX strategy I get the error - 'uncaughtException TypeError: Cannot read property 'long' of undefined'

When I run a 'live' Gekko of the strategies, the ADX one will fail completely and the standard will run. But I think perhaps it's a similar issue affecting both.

Which are your parameters ?
Didnt you missed SMA_long and SMA_short ?

[lesero57]

Sounds like very nice strategy. I must test it

[Amfohr]

Progress so far, been trying to run in backtest and get these results:


I am able to run the standard RSI_BULL_BEAR strategy without errors, but it does not show me any PNL table from the output.

When I run the RSI_BULL_BEAR_ADX strategy I get the error - 'uncaughtException TypeError: Cannot read property 'long' of undefined'

When I run a 'live' Gekko of the strategies, the ADX one will fail completely and the standard will run. But I think perhaps it's a similar issue affecting both.

I have the same error. So probably I am missing the indicators SMA_long and SMA_short? Not sure why I don't have it, could someone tell me where to get it? Thanks!

[TonyV152]

Oh ye of little faith. It'll take over 10 days for the script to get up to full speed assuming you're using 15 minute candles. Either way, using 15 minute candles and other default settings, it is currently in bear mode.
That's means for it to submit a sell order, RSI has to go above the Bear RSI High Setting of 50. It looks like it may have done this in the past hour or so, so your sell price may have been around 9100-9200.
In other words, set it and forget it. It's not going to make you moon gains overnight. I had to wait 9 days for it to make to a sell order, eventually selling at a loss of 27% - but that's ok... as long term this formula has shown moderate success. I'm only letting it play with like 5% of my portfolio anyway, until I can trust it a bit more.

so how good or bad has strategy done so far?