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[SHARE] Simple RSI BULL/BEAR strategy - Printable Version

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RE: [SHARE] Simple RSI BULL/BEAR strategy - Justaotheruser - 07-30-2018

is the information in post 1 up to date ?
Or do i need to read all 35 page's to gett the perfect code ? I already have read 6 page's Smile


RE: [SHARE] Simple RSI BULL/BEAR strategy - crypto49er - 07-30-2018

Justaotheruser,

Post 1 is up to date. I just went through another install using the links from there 2 weeks ago.


RE: [SHARE] Simple RSI BULL/BEAR strategy - Justaotheruser - 07-31-2018

Crytpo49er 

thanks, Great video's by the way  Big Grin 
Gekko needs to turn on and only then the bot is trading correct ? I can not shut down my computer and aspect the bot is still trading ? 
I need to add the stategy also by config correct ? and then the parameters 

I am new with gekko. I create my own parameters. Could any one with experience check if they are good ? 
Is the live trade bot always the same outcome than the back test. 
Example: If i trade a live bot with below parameters and strategie I had made about 25 % ? I understand that I can deviate with a couple of % with the backtest. But it is not like If i go trading with below strategie and parameters I  have -50% in stead of +25%(+-10 deviate)

complete parameters:
# SMA Trends
SMA_long = 475
SMA_short = 60

# BULL
BULL_RSI = 53
BULL_RSI_high = 70
BULL_RSI_low = 49

# BEAR
BEAR_RSI = 16
BEAR_RSI_high = 51
BEAR_RSI_low = 15

With me paper trade i get a error This is Gekko crashed with the following error: ERROR: Error: SQLITE_BUSY: database is locked or This is Gekko crashed with the following error: { "errno": 5, "code": "SQLITE_BUSY" }
Can i play the market watchter and the paper bot add the same time ? because when i start a paper trader automatic start mark watchter and i get that error. i would also thought that the error would come from a config file ? I have made a topic in a other thread


RE: [SHARE] Simple RSI BULL/BEAR strategy - Justaotheruser - 07-31-2018

Problem SQLITE_BUSY solved.


RE: [SHARE] Simple RSI BULL/BEAR strategy - Guysmo - 08-08-2018

Hi,

First I want to thank you for this work.
Unfortunately all my results are really bad compared to yours, with or without ADX.
Parameters and results are in attachment.

Did I missed something ?

Thanks


RE: [SHARE] Simple RSI BULL/BEAR strategy - crypto49er - 08-08-2018

The results are bad. But look at the left side of the results where if you hodl during this same period, you would have lost $10k from the $16.5k you started off with.


RE: [SHARE] Simple RSI BULL/BEAR strategy - Guysmo - 08-08-2018

(08-08-2018, 07:49 PM)crypto49er Wrote: The results are bad. But look at the left side of the results where if you hodl during this same period, you would have lost $10k from the $16.5k you started off with.

For you, the bear trend from the start to February is why results are bad ?

Can you please explains what "hold" mean ? I didn't check the logic file yet, I think it's time now Wink
Need to see your video on RSI bull/bear explanation too.

Thanks


RE: [SHARE] Simple RSI BULL/BEAR strategy - martyc - 08-10-2018

So that I don't go and reinvent the wheel ....
https://www.investopedia.com/terms/u/ultimateoscillator.asp implies that it works similar to the RSI indicator.

Has anybody tried replacing RSI in the RBBA stratgey with UO?

Cheers


RE: [SHARE] Simple RSI BULL/BEAR strategy - martyc - 08-26-2018

Can someone confirm the logic for me please?

I've just been watching the logs and tradingview as the price has been changing.  SMA long went under SMA short about 90 minutes so am in BEAR mode with RSI range (58-10). RSI pops up to 61 for a single 5 minute tick and the logs then show it start to try and sell.  All good so far.  
Not able to sell as the the price is starting to fall, puts in a cancel, looks at the order book and puts in a new sell at a new lower price. At this stage the RSI is now back under 58. Still not able to sell, issues another cancle and puts in a third sell at again a lower price. 

Q1. Am I understanding this correctly?
Q2. Is this expected behaviour?
Q3. Is it possible to change the code so that if it is unable to sell an then issues a cancel, it first checks is the decision to sell still valid before it reissues the sell at a lower price?

Cheers


RE: [SHARE] Simple RSI BULL/BEAR strategy - martyc - 08-26-2018

(08-26-2018, 06:58 PM)martyc Wrote: Can someone confirm the logic for me please?

I've just been watching the logs and tradingview as the price has been changing.  SMA long went under SMA short about 90 minutes so am in BEAR mode with RSI range (58-10). RSI pops up to 61 for a single 5 minute tick and the logs then show it start to try and sell.  All good so far.  
Not able to sell as the the price is starting to fall, puts in a cancel, looks at the order book and puts in a new sell at a new lower price. At this stage the RSI is now back under 58. Still not able to sell, issues another cancle and puts in a third sell at again a lower price. 

Q1. Am I understanding this correctly?
Q2. Is this expected behaviour?
Q3. Is it possible to change the code so that if it is unable to sell an then issues a cancel, it first checks is the decision to sell still valid before it reissues the sell at a lower price?

Cheers
Currently looking at two 'improvements'? 

Some sort of whipsaw prevention where it will use Math.min(maSlow,maFast)/Math.max(maSlow,maFastto make sure that we are not in the process of crossing from BULL to BEAR or vice versa. If the ratio is 0.997 or greater then do nothing until next tick.

Check the volume before selling.  I see a number of instances where I have bought in a BULL and then it changes to a BEAR and then pops above the bear high for 1 tick on minimal volume and I get sold out.  Some sort of check of the volume may work.