[SHARE] Simple RSI BULL/BEAR strategy

[Gryphon]

So my EUR:ETH GA has ran over the weekend... What have I found out? Probably that this isn't the best pair to run gekko on! I chose it as I can get money to and from gdax with very low fees, and due to my location I can't trade the more liquid USD:ETH pair, however USDT:ETH on Binance simulates higher profits after just a few epochs.

EUR:ETH
GA Total Epochs:1133
Best Parameters found on epoch: 749
Epochs ran without better results being found: 384

Exchange: GDAX
Data: 23/5/17 - 16/2/18 (9 months)
Market Gain: 376%
Simulated Profit: 1206.5%

Candle Length: 13 Minutes

Parameters:

Code:

# SMA Trends
SMA_long = 500
SMA_short = 52

# BULL
BULL_RSI = 12
BULL_RSI_high = 85
BULL_RSI_low = 60

# BEAR
BEAR_RSI = 13
BEAR_RSI_high = 43
BEAR_RSI_low = 22

# ADX
ADX = 3
ADX_high = 63
ADX_low = 44

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@tommiehansen I noticed that you and multiple other users of RSI_BULL_BEAR and RSI_BULL_BEAR_ADX have been using 10 minute history sizes even though SMA_Long is 1000, for example. I thought your updated files on GitHub included a test to make sure you have the correct history size setting, or am I interpreting this the wrong way? Shouldn't history size be 1000 if SMA_Long is 1000?

A history size smaller than the SMA_long will mean that the strategy starts making trades before it has enough information to behave as you would expect it to. It will still make trades, but potentially wrong ones. (It will believe it is in a bear or bull market regardless of the actual market condition, depending on how the sma is calculated. iirc Tommies comment said it would trade as if in a bear market)