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+--- Thread: [BUG?] Default MACD, Tulip MACD and Talib MACD all different results (/thread-98.html)
[BUG?] Default MACD, Tulip MACD and Talib MACD all different results - Tikiboy - 01-31-2018
Hey guys,
I posted in discord but realised that it might get lost of hijacked easily so I created a thread here.
I just cloned stable branch, installed production dependencies and npm installed talib and tulind.
After that, I ran the default MACD, Tulip-MACD and Talib-MACD. All of them with default settings over the exact same dataset.
To my surprise, all 3 of them returned different results. And they arent even close to each other.
Im wondering if anyone faces the same issue (it would help if you could do a quick test. After all, they are all build in strategies with default params).
And if there is a solution to this. Because its going to be difficult to build an accurate strategy if 3 supposedly identical indicators provides different results.
Attached are the results from each:
MACD
[attachment=23]
TULIP MACD
[attachment=25]
TALIB MACD
[attachment=24]
RE: [BUG?] Default MACD, Tulip MACD and Talib MACD all different results - susitronix - 01-31-2018
Hi
Yes these backtest Results..!
Did you tryed different Timespans on the same Strategie.
RE: [BUG?] Default MACD, Tulip MACD and Talib MACD all different results - Tikiboy - 01-31-2018
(01-31-2018, 04:29 PM)susitronix Wrote: Hi
Yes these backtest Results..!
Did you tryed different Timespans on the same Strategie.
Yes I did.
I tried 2 tests:
- 1 hour with 1 minute candles
- 1 day with 1 hour candles
Did u encounter the same issue as well?
RE: [BUG?] Default MACD, Tulip MACD and Talib MACD all different results - susitronix - 01-31-2018
Aha just recognized with the StochiRSI Strat that the Results can differ somehow even if its a POSITIVE-intrest-Strat-setting!
i loaded 3month of data and then backtested with 10-12 different spans, just to see what happen.
Try
1,2,3,5,7,10 -Days
2,3,4,6,9,13 -Weeks
2,3 -Month
i startet the third Stratrunner (3days)
Its hard to wait 2-3 Day for to see if it works. (even in paperTrader-mode)
A Backtest takes 1-2 Minutes!!!
Only downside: i guess Gekko only uses the CandleData for Backtest
therefor if the Strat uses a other indicator, the Backtest could be incomplete maybe. not shure...