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+--- Thread: BacktestTool - batch backtest, import and strategy parameters optimalization (/thread-1670.html)
RE: BacktestTool - batch backtest, import and strategy parameters optimalization - jasonbtc - 09-22-2018
[quote pid='2334' dateline='1519690957']
Backtest on all pairs and strategies defined in backtest-config.pl with candles 5, 10, 20, 40 and 12 hours warmup period:
Code:
$ perl backtest.pl -n 5:144,10:73,20:36,40:15`[/quote]
(09-22-2018, 02:08 AM)crypto49er Wrote:(09-20-2018, 05:45 PM)jasonbtc Wrote: Anyone knows what units should be used in CandleSize:Warmup in config file?
For example hours:hours or minutes:minutes ?
https://github.com/xFFFFF/Gekko-BacktestTool/blob/master/backtest-config.pl#L19
I think they are both minutes:minutes.
I am not sure about that. If you take a look at the instructions it mentions "candles 5, 10, 20, 40 and 12 hours warmup period"
and if you multiple for example 5x144 you get 720 minutes which is 12 hours.
So to me it looks something more like Hours:Minutes but we need an official confirmation.
I am wondering how can people do backtesting without knowing this specific info which is of great importance.
RE: Gekko backtest tool - CryptoCoeus - 09-22-2018
(03-20-2018, 05:39 PM)PapoKarlo Wrote: how to change it to use one srtat with different params?
PapoKarlo,
Have you find a way to do this ? I need the same, as well..
RE: BacktestTool - batch backtest, import and strategy parameters optimalization - jasonbtc - 09-24-2018
(02-27-2018, 12:22 AM)xFFFFF Wrote: Backtest on all pairs and strategies defined in backtest-config.pl with candles 5, 10, 20, 40 and 12 hours warmup period:
Code:$ perl backtest.pl -n 5:144,10:73,20:36,40:15`
(09-22-2018, 10:18 AM)jasonbtc Wrote: [quote pid='2334' dateline='1519690957']
Backtest on all pairs and strategies defined in backtest-config.pl with candles 5, 10, 20, 40 and 12 hours warmup period:
Code:$ perl backtest.pl -n 5:144,10:73,20:36,40:15`
(09-22-2018, 02:08 AM)crypto49er Wrote:(09-20-2018, 05:45 PM)jasonbtc Wrote: Anyone knows what units should be used in CandleSize:Warmup in config file?
For example hours:hours or minutes:minutes ?
https://github.com/xFFFFF/Gekko-BacktestTool/blob/master/backtest-config.pl#L19
I think they are both minutes:minutes.
I am not sure about that. If you take a look at the instructions it mentions "candles 5, 10, 20, 40 and 12 hours warmup period"
and if you multiple for example 5x144 you get 720 minutes which is 12 hours.
So to me it looks something more like Hours:Minutes but we need an official confirmation.
I am wondering how can people do backtesting without knowing this specific info which is of great importance.
[/quote]
Any news on this? Anyone?
RE: BacktestTool - batch backtest, import and strategy parameters optimalization - Ytigiev - 09-24-2018
5:144
As I understand
5 - candle size in minutes
144 - warm period in candles
RE: BacktestTool - batch backtest, import and strategy parameters optimalization - taraxacum666 - 12-02-2018
Hi!
I started the selection of the strategy parameters (16000 variants). But after going through 10% progress was again 0%.
A little about the environment:
ОС: os x high sierra
strategy configuration:
SMA_long = "100..1000:100"
SMA_short = "10..70:10"
BULL
BULL_RSI = "15..30:10"
BULL_RSI_high = "70..80:10"
BULL_RSI_low = "40..50:10"
BEAR
BEAR_RSI = "15..30:10"
BEAR_RSI_high = "50..60:5"
BEAR_RSI_low = "20..40:5"
backtest log:
[2018-12-02 14:11:31] 10% complete. Elapsed: 01:33:44, average backtest duration: 00:16, backtests remain: 15121, ETA: 14:03:36
============================================================= L A S T R E S U L T S ============================================================
Pair Strategy Profit Profit-market Trades/day Win trades Best win Worst loss HODL Days Time
2018-12-02 14:11:32 (ERROR): Failed to load indicator
BTC:XRP RSI_BULL_BEAR 50|40|10|15|15|80|700|50 -39.01% -52.37 3.00 42.05% 7.72% -7.06% 631 59 00:07
.......
================================================================= T O P S T R A T E G Y ==================================================================
Strat Best % % profit > Best Worst Sum % Avg % % Avg win Best Avg trade Worst Avg trade Avg Avg
profitable market % P/L % P/L profit profit trades trade profit trade loss trades/day HODL min
......
[2018-12-02 14:13:46] Creating TOP DATASET table...
2018-12-02 14:13:47 (ERROR): Failed to load indicator
BTC:XRP RSI_BULL_BEAR 60|40|20|25|25|80|400|40 -31.52% -44.88 0.76 36.36% 3.69% -12.02% 2001 59 00:06
........
[2018-12-02 14:14:24] Creating ALL RESULTS table (sorted profit/day)...
=================================================================== A L L R E S U L T S ====================================================================
Curr. Asset Strat Profit Profit-market Profit/day Trades/day Best win Worst loss Avg.Hodl Avg.price Ov.trades/day Volume/day
BTC XRP RSI_BULL_BEAR 60|20|60|25|25|70|800|50 17.28 3.92 0.29 0.80 8.12 -12.02 2289 0.000077 88562 102552837
.............
[2018-12-02 14:14:25] Creating TOP STRATEGY table...
BTC:XRP RSI_BULL_BEAR 60|40|20|25|15|70|700|50 -4.01% -17.37 1.75 66.67% 10.87% -12.63% 1235 59 00:07
.........
================================================================= T O P S T R A T E G Y ==================================================================
Strat Best % % profit > Best Worst Sum % Avg % % Avg win Best Avg trade Worst Avg trade Avg Avg
profitable market % P/L % P/L profit profit trades trade profit trade loss trades/day HODL min
RSI_BULL_BEAR 60|20|70|25|15|70|200|40 0 50 0 3.6 3.6 3 3.61 73.5 3.84 1.33 -11.69 -1.50 1.2 1374
.......
[2018-12-02 14:17:43] Creating TOP DATASET table...
BTC:XRP RSI_BULL_BEAR 50|20|60|15|25|70|300|50 -1.80% -15.15 1.32 46.15% 7.70% -5.87% 1053 59 00:06
........
============================================================= T O P D A T A S E T ==============================================================
Pair Best % % profit > % Market Best Worst Sum % Avg % % Avg win Avg Avg Price CMC Current Current Days
profitable market change % P/L % P/L profit profit trades trades/day HODL min volatility Rank marketcap CMC volume
BTC:XRP 2351 5 0 13.36 17.3 -48.6 -44108 -18.8 51.3 1.3 1401 10.2 2 14978571663 409532895 59
[2018-12-02 14:19:05] 0% complete. Elapsed: 01:41:18, average backtest duration: 08:26, backtests remain: 16740, ETA: 15:02:42
============================================================= L A S T R E S U L T S ============================================================
Pair Strategy Profit Profit-market Trades/day Win trades Best win Worst loss HODL Days Time
2018-12-02 14:19:06 (ERROR): Failed to load indicator
2018-12-02 14:19:07 (ERROR): Failed to load indicator
BTC:XRP RSI_BULL_BEAR 60|40|10|25|15|70|400|50 -10.80% -24.15 1.64 62.50% 10.87% -12.63% 1347 59 00:07
.......
advance thanks!
RE: BacktestTool - batch backtest, import and strategy parameters optimalization - taraxacum666 - 12-02-2018
Hi!
I started the selection of the strategy parameters (16000 variants). But after going through 10% progress was again 0%.
A little about the environment:
ОС: os x high sierra
strategy configuration:
SMA_long = "100..1000:100"
SMA_short = "10..70:10"
BULL
BULL_RSI = "15..30:10"
BULL_RSI_high = "70..80:10"
BULL_RSI_low = "40..50:10"
BEAR
BEAR_RSI = "15..30:10"
BEAR_RSI_high = "50..60:5"
BEAR_RSI_low = "20..40:5"
backtest log:
[2018-12-02 14:11:31] 10% complete. Elapsed: 01:33:44, average backtest duration: 00:16, backtests remain: 15121, ETA: 14:03:36
============================================================= L A S T R E S U L T S ============================================================
Pair Strategy Profit Profit-market Trades/day Win trades Best win Worst loss HODL Days Time
2018-12-02 14:11:32 (ERROR): Failed to load indicator
BTC:XRP RSI_BULL_BEAR 50|40|10|15|15|80|700|50 -39.01% -52.37 3.00 42.05% 7.72% -7.06% 631 59 00:07
.......
================================================================= T O P S T R A T E G Y ==================================================================
Strat Best % % profit > Best Worst Sum % Avg % % Avg win Best Avg trade Worst Avg trade Avg Avg
profitable market % P/L % P/L profit profit trades trade profit trade loss trades/day HODL min
......
[2018-12-02 14:13:46] Creating TOP DATASET table...
2018-12-02 14:13:47 (ERROR): Failed to load indicator
BTC:XRP RSI_BULL_BEAR 60|40|20|25|25|80|400|40 -31.52% -44.88 0.76 36.36% 3.69% -12.02% 2001 59 00:06
........
[2018-12-02 14:14:24] Creating ALL RESULTS table (sorted profit/day)...
=================================================================== A L L R E S U L T S ====================================================================
Curr. Asset Strat Profit Profit-market Profit/day Trades/day Best win Worst loss Avg.Hodl Avg.price Ov.trades/day Volume/day
BTC XRP RSI_BULL_BEAR 60|20|60|25|25|70|800|50 17.28 3.92 0.29 0.80 8.12 -12.02 2289 0.000077 88562 102552837
.............
[2018-12-02 14:14:25] Creating TOP STRATEGY table...
BTC:XRP RSI_BULL_BEAR 60|40|20|25|15|70|700|50 -4.01% -17.37 1.75 66.67% 10.87% -12.63% 1235 59 00:07
.........
================================================================= T O P S T R A T E G Y ==================================================================
Strat Best % % profit > Best Worst Sum % Avg % % Avg win Best Avg trade Worst Avg trade Avg Avg
profitable market % P/L % P/L profit profit trades trade profit trade loss trades/day HODL min
RSI_BULL_BEAR 60|20|70|25|15|70|200|40 0 50 0 3.6 3.6 3 3.61 73.5 3.84 1.33 -11.69 -1.50 1.2 1374
.......
[2018-12-02 14:17:43] Creating TOP DATASET table...
BTC:XRP RSI_BULL_BEAR 50|20|60|15|25|70|300|50 -1.80% -15.15 1.32 46.15% 7.70% -5.87% 1053 59 00:06
........
============================================================= T O P D A T A S E T ==============================================================
Pair Best % % profit > % Market Best Worst Sum % Avg % % Avg win Avg Avg Price CMC Current Current Days
profitable market change % P/L % P/L profit profit trades trades/day HODL min volatility Rank marketcap CMC volume
BTC:XRP 2351 5 0 13.36 17.3 -48.6 -44108 -18.8 51.3 1.3 1401 10.2 2 14978571663 409532895 59
[2018-12-02 14:19:05] 0% complete. Elapsed: 01:41:18, average backtest duration: 08:26, backtests remain: 16740, ETA: 15:02:42
============================================================= L A S T R E S U L T S ============================================================
Pair Strategy Profit Profit-market Trades/day Win trades Best win Worst loss HODL Days Time
2018-12-02 14:19:06 (ERROR): Failed to load indicator
2018-12-02 14:19:07 (ERROR): Failed to load indicator
BTC:XRP RSI_BULL_BEAR 60|40|10|25|15|70|400|50 -10.80% -24.15 1.64 62.50% 10.87% -12.63% 1347 59 00:07
.......
advance thanks!
RE: BacktestTool - batch backtest, import and strategy parameters optimalization - Piff_Sara - 01-18-2019
I m pretty sure your problem is in the strategy itself, not in the backtester.
You are missing one or more indicators for the strategy you are using and it clearly says that in the error.
Your indicators are in the RSIBULLBEAR folder that you downloaded from GitHub. Just copy and paste them in the Indicators folder, inside Gekko folder.
Check Crypto49er vids out on youtube that are very clear if you need further info on how to install your strategy.
Cheers!