[SHARE] Simple RSI BULL/BEAR strategy

[Gryphon]

Unfortunately I forgot to push the updated code before leaving work so won't have access to the exact config until Monday, but I've put my config for the rsi bull bear strategy below, you'll need to add the adx variables.

Code:

const randomExt = require('random-ext');

const config = {
 stratName: 'rsi_bear_bull',
 gekkoConfig: {
   watch: {
     exchange: 'binance',
     currency: 'USDT',
     asset: 'ETH'
   },

   // daterange: 'scan',

   daterange: {
     from: '2017-08-17 04:04:00',
     to: '2017-12-05 15:04:00'
   },

   simulationBalance: {
     'asset': 0,
     'currency': 100
   },

   slippage: 0.05,
   feeTaker: 0.25,
   feeMaker: 0.15,
   feeUsing: 'taker', // maker || taker

 },
 apiUrl: 'http://localhost:3000',

 // Population size, better reduce this for larger data
 populationAmt: 20,

 // How many completely new units will be added to the population (populationAmt * variation must be a whole number!!)
 variation: 0.5,

 // How many components maximum to mutate at once
 mutateElements: 7,

 // How many parallel queries to run at2017-08-17 04:04 once
 parallelqueries: 8,

 // profit || score
 // score = profit * sharpe -- feedback?
 // profit = recommended!
 mainObjective: 'profit',

 // optionally recieve and archive new all time high every new all time high
 notifications: {
   email: {
     enabled: false,
     receiver: 'me@gmail.com',
     senderservice: 'gmail',
     sender: 'me@gmail.com',
     senderpass: '----',
   },
 },
 candleValues: [5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18],
 getProperties: () => ({
   // Strat settings must be flattened and cannot be nested for mutation to work properly!

   /*
   # SMA Trends
   SMA_long = 1000
   SMA_short = 50

   # BULL
   BULL_RSI = 10
   BULL_RSI_high = 80
   BULL_RSI_low = 60

   # BEAR
   BEAR_RSI = 15
   BEAR_RSI_high = 50
   BEAR_RSI_low = 20
   */
   historySize: 1300,

   SMA_long: randomExt.integer(27, 10) * 50, // From 1300 to 500 in steps of 50
   SMA_short: randomExt.integer(60, 40),

   BULL_RSI: randomExt.integer(13, 7),
   BULL_RSI_high: randomExt.integer(85, 70),
   BULL_RSI_low: randomExt.integer(65, 40),

   BEAR_RSI: randomExt.integer(20, 10),
   BEAR_RSI_high: randomExt.integer(60, 40),
   BEAR_RSI_low: randomExt.integer(30, 10),

   candleSize: config.candleValues[randomExt.integer(config.candleValues.length - 1, 0)]

 })
};

module.exports = config;

Good luck with it :-)

I've left EUR:ETH running over the weekend so we'll see what it's found by Monday.